The current implementation (as of 3c01ad1) of CompositeGridFunctionEstimator accepts a step, if
(1)
$$ \sum_i |\delta|_i^2 \le TOL^2 \sum_i |u|_i^2 $$
In some cases, a stricter tolerance is desirable. In particular, we may want to enforce the tolerance in in a component-wise fashion:
(2)
$$\max_i \frac { |\delta|_i } { |u|_i } \le TOL$$
I suggest to a add function 'use_strict_relative_norms' to enforce this.
=> Note that (2) induces (1)!