I’ have defined an objetive function (it has some complexity) and 4 linear constraints (they are very simple). So, I have put the following code, as same as the example that comes with the SuanShu library:
double gamma = 1e30;
double epsilon = 1e-8;
int maxIterations = 200;
PenaltyMethodMinimizer optim = new PenaltyMethodMinimizer(
new BFGSMinimizer(false, epsilon, maxIterations));
IterativeMinimizer minimizer = optim.solve(problem);
Vector xmin = minimizer.search(new DenseVector(q));
The problem that i have is the following: The BFGSMinimizer never outs from the 1 iteration, i.e it still executing in the 1st iteration of the BFGS algorithm and does’nt stop. I printed the value of the defined objetive function each time that it is evaluated for BFGS and for example this is the continiusly stream that appears in the screen:
…. an go on.
Anyone have an idea of why the BFGS algorithm does not stop.