Hi all, Not sure if you will be able to help, because I can't (easily) give a reproducible dataset/code currently. But I have a task that has been running in batch mode for 7ish months with no issues, however this month we did a run under M6 and got failure to converge. I reran on a multiple other M5 installs and found it converged fine - with the same numbers. The optimisation problem is: creating a diversified risk margin measures in an Insurance context, which was previously done using Excel Goal Seek. I've compared the outputs, and they are fairly close between the M5 (converging) and M6 (non-converging), but I'm worried that in the future it might not be. Does anyone have any insight around what might cause this? EDIT: Digging into the logs it seems like under M6 it's stopping at 10 Iterations, under M5 it's 5000 iterations. Same code being run in batch, Is there any syntax to force the iterations limit? I can't see this in the documentation. Logs Under M5: NOTE: Problem generation will use 4 threads. NOTE: The problem has 3 variables (3 free, 0 fixed). NOTE: The problem has 0 linear constraints (0 LE, 0 EQ, 0 GE, 0 range). NOTE: The problem has 0 nonlinear constraints (0 LE, 0 EQ, 0 GE, 0 range). NOTE: The OPTMODEL presolver removed 1 variables, 0 linear constraints, and 0 nonlinear constraints. NOTE: The OPTMODEL presolved problem has 2 variables, 0 linear constraints, and 0 nonlinear constraints. NOTE: Using analytic derivatives for objective. NOTE: The NLP solver is called. NOTE: The Interior Point algorithm is used.
Objective Optimality
Iter Value Infeasibility Error
0 3897298400 0 0.91352918
1 3897061246 0 0.91350405
2 3896586953 0 0.91345379
3 3895638418 0 0.91335329
4 3893741557 0 0.91315236
5 3889948669 0 0.91275076
6 3882366228 0 0.91194867
7 3867214656 0 0.91034889
8 3836964540 0 0.90716677
9 3776674762 0 0.90087152
10 3656923924 0 0.88855043
11 3420636114 0 0.86493619
12 2960162758 0 0.82145964
231 The SAS System 11:28 Thursday, February 4, 2021
13 2082352407 0 0.74712617
14 466179593 0 0.63535466
15 314803402 0 0.59116425
16 82986172 0 0.61295189
17 16022816 0 0.60739250
18 8757803 0 0.60877532
19 3625471 0 0.60808359
20 2567927 0 0.60842937
21 528332.02827454 0 0.60825646
22 245760.17213440 0 0.60829968
23 141279.05287933 0 0.60827807
24 52242.27852631 0 0.60828888
25 44517.95750427 0 0.60828347
26 3862.26792908 0 0.60828617
27 2185.25864410 0 0.60828584
28 838.50507355 0 0.60828601
29 673.37659454 0 0.60828592
30 82.56423950 0 0.60828596
31 11.92839050 0 0.60828596
32 11.69474030 0 0.60828596
33 0.11677551 0 0.60828596
34 0.06782532 0 0.60828596
35 0.02450562 0 0.60828596
36 0.02157593 0 0.60828596
37 0.00144196 0 0.60828596
38 0.00001526 0 0.60828596
...
4998 0.00001526 0 0.60828596
4999 0.00001526 0 0.60828596
5000 0.00001526 0 0.60828596
NOTE: Maximum number of iterations reached. Logs Under M6: NOTE: Problem generation will use 4 threads.
NOTE: The problem has 3 variables (3 free, 0 fixed).
NOTE: The problem has 0 linear constraints (0 LE, 0 EQ, 0 GE, 0 range).
NOTE: The problem has 0 nonlinear constraints (0 LE, 0 EQ, 0 GE, 0 range).
NOTE: The OPTMODEL presolver removed 1 variables, 0 linear constraints, and 0 nonlinear constraints.
NOTE: The OPTMODEL presolved problem has 2 variables, 0 linear constraints, and 0 nonlinear constraints.
NOTE: Using analytic derivatives for objective.
NOTE: The NLP solver is called.
NOTE: The Interior Point Direct algorithm is used.
Objective Optimality
Iter Value Infeasibility Error
0 3897298400 0 14.43133695
1 2368948288 0 13.07313813
2 1291680859 0 26.10938827
3 86140006 0 435.11121099
4 1009002 0 37438.62334924
5 51750.31443787 0 730024.59935092
6 20710.01023865 0 1824203
7 3789.87590790 0 9968445
8 75.42141724 0 500907901
9 14.59787750 0 2587991583
10 0.01017761 0 37779184053
NOTE: Did not converge.
NOTE: Objective of the best feasible solution found = 0.0101776123.
NOTE: The best feasible solution found is returned.
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