gtol


Key gtol in
Optimization refers to the gtol input as used by QuantLib in the construction of the Levenberg-Marquardt optimization method.
In particular, it is a nonnegative input variable. termination occurs when the cosine of the angle between fvec and any column of the jacobian is at most gtol in absolute value.
Therefore, gtol measures the orthogonality desired between the function vector and the columns of the jacobian.