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[Help-gsl] GSL Error code in multimin optimization

From: Sushmita Roy
Subject: [Help-gsl] GSL Error code in multimin optimization
Date: Tue, 16 Feb 2010 14:30:02 -0500
User-agent: Thunderbird (Macintosh/20090812)

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.

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