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Algorithm 5.1 accesses undefined variable #93

@angsch

Description

@angsch

Location
Please provide:

  1. Version: Online draft version July 8, 2022
  2. Page number: 117
  3. Line/equation number: Line 2 in Algorithm 5.1

Describe the mistake
Convergence criterion $||\boldsymbol{\theta}^{(t)} - \boldsymbol{\theta}^{(t-1)} ||$ uses undefined $\boldsymbol{\theta}^{(-1)}$ for $t = 0$

Suggested change
Change into do-while loop:

do {
  update  \boldsymbol{\theta}^{(t+1)} \gets ....
  update t \gets t+1
} while( $||\boldsymbol{\theta}^{(t)} - \boldsymbol{\theta}^{(t-1)} ||$ not small enough)

Alternatively, restrict the convergence check to $t \geq1$.

Additional comments
Algorithm 5.2 Trust region Newton's method has the same issue.

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