Stopping criteria for solvers #177
Description
Motivation
PyProximal solvers are currently only stopped when the maximum number of iterations is reached.
It is desirable to introduce stopping criteria to prematurely stop a solver based on some condition. A first attempt at introducing a stopping criterion to ProximalPoint and ProximalGradient based on the change in objective function between two consecutive iterations can be found in #176
Definition of done
The same criterion should be implemented to all solvers
- More of such criteria should be implemented (e.g., operating only on one term of an objective function instead of the overall objective function)