Unable to solve the optimization problem
2 views (last 30 days)
Show older comments
i got this message in my optimization problem: "Unable to solve the optimization problem: Maximum number of iterations exceeded; increase options.MaxIter. To continue solving the problem with the current solution as the starting point, set x0 = x before calling quadprog." How can i fix this especially in setting the starting point as explained above. Thanks :)
0 Comments
Answers (1)
Matt J
on 24 Jan 2014
Edited: Matt J
on 24 Jan 2014
It's basically telling you that further iterations are necessary. You can implement that either by re-running from the same initial guess x0 that you used before, but with the MaxIter option set to a larger number of iterations. Or, you can have quadprog resume where it left off, by using the most current estimate of x that you have as the initial guess.
However, the fact that this is happening could well be because your problem is just highly ill-conditioned. Have you looked at cond(H) for your Hessian matrix H?
0 Comments
See Also
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!