<div dir="ltr">Hi<div><br></div><div>I'm trying to optimize an unconstrained problem with a penalty function. My goal is to obtain either 0 or 1 for the variables and the penalty term takes care of this. </div><div><br></div><div>The optimization eventually converges, but at the beginning, for each iteration, the objective function is evaluated many times, over 50 times. For each iteration, I obtain an output like this:</div><div><br></div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls<br></div><div><div> 5 1.4656145e+04 0.00e+00 1.29e+53 -0.1 8.80e+92 -5.4 8.88e-95 2.08e-148f172 FqsWSWs</div><div><br></div><div>Any idea of what's going on and how I could make it converge faster?</div><div><br></div><div>Thanks in advance</div><div>Miguel</div><div><br></div>-- <br><div class="gmail_signature"><div dir="ltr"><font face="verdana, sans-serif"><b>Miguel Angel Salazar de Troya</b></font><span><font color="#888888"><br><font face="arial,helvetica,sans-serif">Graduate Research Assistant<br>Department of Mechanical Science and Engineering<br></font>University of Illinois at Urbana-Champaign<br>(217) 550-2360<br>
<a href="mailto:salaza11@illinois.edu" target="_blank">salaza11@illinois.edu</a></font></span><div><br></div></div></div>
</div></div>