<html><body><div style="color:#000; background-color:#fff; font-family:HelveticaNeue, Helvetica Neue, Helvetica, Arial, Lucida Grande, Sans-Serif;font-size:14pt"><div>Hi,</div><div><br></div><div style="color: rgb(0, 0, 0); font-size: 19px; font-family: HelveticaNeue, 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: transparent; font-style: normal;">for the problem I am currently working on, I have noticed that some iterations only take 2 or 3 seconds, while others take much longer, around 20 seconds. I was wondering what might be causing this large variability. The only explanation I can think of is that some iterations require many trials when perturbing the Hessian to achieve the expected matrix inertia and so are performing many matrix decompositions. Is that a plausible explanation? If so, is there some way I can restructure my problem to reduce the likelihood of time-consuming iterations?
If not, can anyone suggest a better explanation?</div><div style="color: rgb(0, 0, 0); font-size: 19px; font-family: HelveticaNeue, 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: transparent; font-style: normal;"><br></div><div style="color: rgb(0, 0, 0); font-size: 19px; font-family: HelveticaNeue, 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: transparent; font-style: normal;">Best wishes,</div><div style="color: rgb(0, 0, 0); font-size: 19px; font-family: HelveticaNeue, 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: transparent; font-style: normal;"><br></div><div style="color: rgb(0, 0, 0); font-size: 19px; font-family: HelveticaNeue, 'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: transparent; font-style: normal;">David</div><div style="color: rgb(0, 0, 0); font-size: 19px; font-family: HelveticaNeue,
'Helvetica Neue', Helvetica, Arial, 'Lucida Grande', sans-serif; background-color: transparent; font-style: normal;"> </div></div></body></html>