Obtaining the last evaluation parameters when NMaximize does not converge
- To: mathgroup at smc.vnet.net
- Subject: [mg128399] Obtaining the last evaluation parameters when NMaximize does not converge
- From: felipe.benguria at gmail.com
- Date: Sat, 13 Oct 2012 01:02:39 -0400 (EDT)
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- Delivered-to: l-mathgroup@wolfram.com
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Dear all, I am maximizing a function with ~ 100 parameters using NMaximize. I cannot find a maximum. It would be helpful if once the function stops with an error (or I stop it when it is not making progress) I could obtain the last set of parameters that were used to evaluate the function being maximized. I understand that reap / sow shows the whole series of points where the function was evaluated , once the maximum is found, so I have not been able to use it. In this case, given how slow my maximization goes, it would be good to find a method that does not slow down the code too much. I appreciate your help Felipe