Hi,
I am using the GSL multimin package to find the minima of
a high (~1000) dimensional function. I am using the
"gsl_multimin_fdfminimizer_vector_bfgs2"
optimizer and I am following the example in the GSL multimin manual.
However, every time I
execute an iteration using "gsl_multimin_fdfminimizer_iterate" I always
get the error code GSL_ENOPROG,
which stands for "iteration is not making progress..".
I know that there are several calls to my likelihood and its derivative
functions, so the optimizer
does search for some time. But I am just concerned about the severity of
this error code, and
whether it indicates that my results are wrong. I have checked the
likelihood and derivative
functions and I am quite certain that I have them correctly.
I would appreciate any insight into why I am getting this error and how
bad it is.
Thanks,
Sushmita
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