Hello everyone,
when I use optim and retrieve the err flag, I got values of 12 and 13, about which I didn’t find any information. From the documentation, I have this:
err=1: Norm of projected gradient lower than…
err=2: At last iteration f decreases by less than…
err=3: Optimization stops because of too small variations for x.
err=4: Optim stops: maximum number of calls to f is reached.
err=5: Optim stops: maximum number of iterations is reached.
err=6: Optim stops: too small variations in gradient direction.
err=7: Stop during calculation of descent direction.
err=8: Stop during calculation of estimated hessian.
err=9: End of optimization, successful completion.
err=10: End of optimization (linear search fails).
Please find below a truncated example of console output with the iprint flag set to 2 and a returned value of 12.
*********** qnbd (with bound cstr) ****************
dimension= 4, epsq= 0.2220446049250313E-15, verbosity level: iprint= 2
max number of iterations allowed: iter= 100
max number of calls to costf allowed: nap= 100
------------------------------------------------
qnbd : iter= 1 f= 0.1126653D-01
qnbd : nbre fact 4 defact 0 total var factorisees 4
qnbd : epsg,difg= 0.2220D-15 0.2162D-01 epsf,diff= 0.0000D+00 0.4108D-02 nap= 8
qnbd : iter= 2 f= 0.7158237D-02
qnbd : nbre fact 0 defact 0 total var factorisees 4
qnbd : epsg,difg= 0.2220D-15 0.1146D-01 epsf,diff= 0.0000D+00 0.7266D-03 nap= 10
...
...
qnbd : nbre fact 0 defact 0 total var factorisees 4
qnbd : epsg,difg= 0.2220D-15 0.1818D-03 epsf,diff= 0.0000D+00 0.1151D-08 nap= 33
qnbd : iter= 21 f= 0.5656227D-02
qnbd : nbre fact 0 defact 0 total var factorisees 4
qnbd : epsg,difg= 0.2220D-15 0.1818D-03 epsf,diff= 0.0000D+00 0.8674D-18 nap= 48
qnbd : iter= 22 f= 0.5656227D-02
qnbd : nbre fact 0 defact 0 total var factorisees 4
qnbd : indqn= 12
I tried searching in the source code, but I am not familiar with it and didn’t find anything relevant.
Does anyone know what the err values of 12 and 13 mean?