SHGO freezes at n x iters calls of the objective function

[Gaël Grissonnanche]

Hi,

I am using the "shgo" optimization routine for a project. I have been using it for a few months, sometimes with up to 8 free parameters and I was very surprised by its great efficiency to converge to a global minimum.

Now I am using shgo for a fit with 11 parameters, I don't know if the problem is into adding three additional parameters, but the same code that was working with 8 free parameters (+ 3 fixed) and converged with shgo, now just freezes after a certain number of calls of the objective function. And when I say "freezes", it is like the code is on pause and does not do anything after that.

I am using the sampling="sobol", and the number of calls of the objective function when it happens is: n x iters. For example for n = 500 and iters= 50, it freezes after 25,000 calls (see image).

I made some tests and it does look like it is a matter of having more than 10 free parameters the problem, has this problem been observed before?

Thank you for your help!

Best,