Add Stopping Criteria

[bachi55]

... for example relative duality gap.

[bachi55]

The duality gap can be computed using the following formula:

< s - a, grad f(a) > 

• s is the update direction
• a is the dual variable vector
• grad f(a) is the gradient of the dual objective function

For a particular block i we solve this problem during the line-search. However, we need to get the update direction s for all blocks to calculate the duality gap.