Hi,
I'm trying to use the maxSQP function to minimise a nightmarish function;
however it appears to frequently enter into an infinite loop (lines 615-
620 in maxsqp.ox). I'm using it inside a Monte Carlo loop, and different
settings for number of replications, and size of dataset generated and
values of coefficients on regressors in a simulated dependent variable
appear to affect when (after so many replications) that maxsqp enters into
this infinite loop.
Does anybody have any idea why this is happening (I can't understand the
maxsqp.ox code particularly well!), and how I might stop it doing this?
I can provide my code if anyone needs more information and can help!
Thanks,
James.
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