Tweaking nelder mead tolerances, still not happy

src/apex/nelder_mead.cpp

@@ -56,11 +56,12 @@ void NelderMead::start(void) {
         init_simplex.push_back(tmp2);
     }
     searcher = new apex::internal::nelder_mead::Searcher<double>(init_point, init_simplex, lower_limit, upper_limit, false);
-    searcher->function_tolerance(1.0e-4);
     if (hasDiscrete) {
-        searcher->point_tolerance(1.0);
+        searcher->point_tolerance(1.0e-4);
+        searcher->function_tolerance(1.0e-5);
     } else {
-        searcher->point_tolerance(0.001);
+        searcher->point_tolerance(1.0e-4);
+        searcher->function_tolerance(1.0e-4);
     }
 }
 
@@ -110,6 +111,10 @@ void NelderMead::evaluate(double new_cost) {
             std::cout << std::endl;
         }
         cost = new_cost;
+        // if the function evaluation takes a long time (in seconds, remember), increase our tolerance.
+        auto tmp = std::max((new_cost / 50.0), 1.0e-6); // no smaller than 1 microsecond
+        //std::cout << "new function tolerance: " << tmp << std::endl;
+        searcher->function_tolerance(tmp);
     }
     k++;
     return;

src/apex/nelder_mead_internal.h

@@ -435,6 +435,10 @@ template <typename T = double> class Searcher {
         if ((max_val_diff <= tol_fun and max_point_diff <= tol_x) or
             (func_evals_count >= max_fun_evals) or (niter >= max_iter)) {
             res = simplex[smallest_idx].vec();
+            std::cout << "Converged: " << max_val_diff << " value difference."
+                      << std::endl;
+            std::cout << "Converged: " << max_point_diff << " point difference."
+                      << std::endl;
             std::cout << "Converged after " << niter << " iterations."
                       << std::endl;
             std::cout << "Total func evaluations: " << func_evals_count