Q: MINOS performs about five major iterations and exits with the message:
EXIT THE CURRENT POINT CANNOT BE IMPROVED UPON.
I have tried in vain for the past few days trying to fix this problem. Could you suggest what might be wrong?
This is not always bad, it means that MINOS is stuck in a local point without being able to establish local optimality. This may very well be the point you want to add up. It is difficult to to say more without having a look at the model. Sometimes it helps to restart the model a few time using other starting levels for some variables .
Another way is to switch algorithm to another NLP code or a global optimization code.