Optimization terminates earlier than max_iter

[takagi-ya]

I often see that optimization terminates earlier than max_iter.
I set the option of 'de_duplication' to "False" and eps to zero (or a negative value), so I do not think the consecutive occurrence of the same values of x is the reason.

I would appreciate it if someone could tell me what is causing this problem and how to solve it.

[KFCxMcDonalds]

Reading the code, there're two conditions can lead to the end of optimization procedure:

• one of them are self._distance_last_evaluations() <= self.eps(what you mentioned)
• and another is np.linalg.linalg.LinAlgError. In my opinion, the error occurs due to "matrix is irreversible", $k^{-1}$ is a computational part of GP(gaussian process, surrogate model of BO).

I think maybe your program terminates for the second reason, if so, you should check your problem setup or kernel design.