Hi everyone. I am using Mathematica for determining the minimum of a (quadratic) objective function with highly non-linear non-convex constraints.
NMinimize behaves incredibly good obtaining quite quickly a good solution. I am printing the different iterations through this small script, which I pass to NMinimize with the StepMonitor option:
PrintPartialResult[iteration_, vars_] :=
With[{fnValue = f[vars], varsValue = vars},
Print["Iteration ", iteration, ": f(x) = ", fnValue, ", x = ", varsValue];
];
Nevertheless, I can see the partial solution thanks to my function, but NMinimize never stops. Specifically, it is stuck hours to iteration number 79, without giving any sign of activity.
Iteration 79: f(x) = 47.453, x = {16.7527,16.1282,18.6935,18.08,20.,2.66891,-1.87742,1.558,-2.16486,1.30133,13.9986,10.6828,10.6557,7.27774,12.1766}
Do you know what NMinimize is trying to do? Do you have any idea on how to help NMinimize exit once it got a decently good output?
Thank you very much for your help and sorry about the silly questions, I am still a beginner!
Cheers!