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solver:too_many_iterations [2007/07/31 13:14] (current)
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 +====== 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. ​
IMPRESSUM / LEGAL NOTICEPRIVACY POLICY solver/too_many_iterations.txt ยท Last modified: 2007/07/31 13:14 (external edit)