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warning: sqp: QP subproblem failed to converge in 200 iterations


From: Urs Hackstein
Subject: warning: sqp: QP subproblem failed to converge in 200 iterations
Date: Tue, 23 Apr 2013 11:38:46 +0200

Hello,

I am dealing with an iteration where in each step a minimization problem
min_{a_i<=x_i<=b_i})(real(b)-real(f(x_1,x_2,x_3,x_4,x_5,x_6,x_7)).^2+(imag(b)-imag(f(x_1,x_2,x_3,x_4,x_5,x_6,x_7)).^2) is solved using sqp.
However, I receive every time the following error:
warning: sqp: QP subproblem failed to converge in 200 iterations
How can I adjust the number of iterations of qp?
(It should converge as it does if I compute f in a different way, but this way is slightly faster.)

Best regards,

Urs Hackstein












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