solver:too_many_iterations

*Q: I recently ran a small program with two nonlinear constraints, but it terminated before it converged at 200 major iterations, even though I set options iterlim = 2000. The reason for termination was “major iterations terminated before convergence/ Exit too many iterations”. The problem was infeasible when it exited.*

MINOS uses two iteration counts, Minor (or inner iterations) and Major (or outer iterations corresponding to linearizations of the constraints). The Option `Iterlim`

limit is related to Minor Iterations. The limit on Major iterations can only be set in a solver options file; the default limit is 200.

You will need a `MINOS.OPT`

file in which you have the line

Major Iterations xxxx

and you must tell GAMS to use the file by adding the line

<modelname>.optfile = 1;

before the SOLVE statement, where `<modelname>`

is the name of your model.

If you need more than 200 major iterations for a model with two nonlinear constraints then it is likely that:

- the model is VERY nonlinear or
- you have very bad initial values or
- the model is poorly scaled.

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solver/too_many_iterations.txt · Last modified: 2007/07/31 13:14 (external edit)