Unable to solve the optimization problem

i got this message in my optimization problem: "Unable to solve the optimization problem: Maximum number of iterations exceeded; increase options.MaxIter. To continue solving the problem with the current solution as the starting point, set x0 = x before calling quadprog." How can i fix this especially in setting the starting point as explained above. Thanks :)

Answer 1

[Matt J]

It's basically telling you that further iterations are necessary. You can implement that either by re-running from the same initial guess x0 that you used before, but with the MaxIter option set to a larger number of iterations. Or, you can have quadprog resume where it left off, by using the most current estimate of x that you have as the initial guess.

However, the fact that this is happening could well be because your problem is just highly ill-conditioned. Have you looked at cond(H) for your Hessian matrix H?