optimization cannot continue due to the evaluation function fail tocalculate the objectionfunction value,because fsolve can't converge using the variables given by multistat
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I run a optimization process using the solver like multistart, globalsearch or simply using fmincon. The problem is that the evaluation function cannot calculate the value of the objection function using the optimization variables given by the multistart solver sometimes. Then the multistart solver cannot keep solving the problem until the fsolve in the evaluation function exceeds its Maxiteration. It will be a long time to wait. So I have to stop the whole optimization process everytime I face this problem. Besides, since the start points of the multistart are randomly choosen in the domain, I may lose the best optimization variables output by the multistart as I have to stop the optimization facing the problem mentioned above. Can anyone teach me how to fix the problem?
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Torsten
2024-3-1
Can anyone teach me how to fix the problem?
I'd try to find the reason why the objective cannot be evaluated and avoid such parameter constellations.
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