I'm using Nlopt via R for a likelihood problem. I've run
NLOPT_GN_ORIG_DIRECT_L, NLOPT_GN_ISRES and NLOPT_GD_MLSL (subsidiary method )
for 1000000 function evaluations each. All reach the same minimum, but they
exit because maxeval is reached not because xtol_rel is reached.
When I run the local methods on these putative minima they exit almost
instantaneously using xtol_rel or xtol_abs as exit criteria or both -- i.e.
they do converge.
Is this behavior normal for the global methods?
Thanks,
Bob
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