Global Optimization Toolbox - 'TimeLimit' ignored

Hello,

in some simulation studies the Pattern Search was used and within the psoptimset 'TimeLimit' was used as stopping criteria. Unfortunately this criteria was ignored, so the runs go on and dont break after having consumed a defined amount of time. Do you have an answer for this behaviour?

I will try another criteria now ('MaxFunEvals' -> the algorithm finishes after a certain amount of function evaluations). This behaviour only occured within the Pattern Search algorithm.

Thank you in advance for your help!

Answer 1

[Alan Weiss]

As I explained in this Answer, there is a bug in patternsearch when run in parallel that causes the time limit not to be honored. I think that you are doing the right thing by using MaxFunEvals instead.

Sorry about the bug.

Alan Weiss

MATLAB mathematical toolbox documentation

[Felix Kamhuber]

Hello Alan,

thank you for your quick response and the workaround mentionned in the other thread!

Felix