R语言solnp()函数中sol$convergence取值1或2的含义是什么？

Hey, I get it—tracking down those niche convergence code details can be frustrating when the official docs don’t spell them out clearly. Let’s break down what each code means for your solnp() runs:

First, a quick recap of what you already know:

A convergence value of 0 means the solver successfully converged to an optimal solution that meets all criteria.

Now for the other two status codes:

• Code 1: This means the solver hit the maximum number of allowed iterations before it could converge. Essentially, it ran out of steps without finding a solution that satisfies the convergence tolerance. If you hit this, try increasing the max.iter parameter (the default is 100) to give the algorithm more opportunities to work toward a solution.
• Code 2: This indicates a failure in step-size reduction during the optimization process. The algorithm tries to adjust its step size to move toward the optimal value, but it can’t find a valid step that improves the objective function while respecting constraints. This often pops up if your variables are poorly scaled, your constraints are too restrictive, or your objective function has regions that are hard for the solver to navigate.

A couple of quick troubleshooting tips if you see these codes:

• For code 1: Bump up max.iter and maybe loosen the tol parameter slightly.
• For code 2: Try scaling your input variables to a consistent range, double-check that your constraints are logically defined, or adjust the delta parameter (which controls initial step size) to help the algorithm find a better starting path.

内容的提问来源于stack exchange，提问作者Jessica Milligan