Dear experts on optimization problems,
I am trying to establish a connection between the common tools in High Energy Physics (HEP) and Julia ecosystem.
In HEP, the main tool for optimization is Minuit library. Nowadays, the original Fortran code is literally converted to C++ and used entirely for all problems just because it is so reliable. (here are Yggdrasil binaries thanks to @jstrube, @giordano)
Actually, it might turn that the two libraries are implementing the same algorithm with different stopping conditions.
Here is a quote from [the original Minuit paper] on the implemented algorithm (https://www.sciencedirect.com/science/article/pii/0010465575900399).
and the stopping criteria
- Is Minuit doing BFGS or its ancestor?
- From my experience, EDM is a good indicator of convergence. Is there anything similar in the current implementation of optimizers?
- Is there a way to compute EDM with Julia, e.g. in Optim?