st: Convergence with Mata -optimize()-, bfgs

["Glenn Goldsmith" <glenn.goldsmith@gmail.com>]

Hello statalisters,

Occasionally, when fitting a model using Mata's -optimize()- routine (and
the bfgs technique), the algorithm reaches convergence, but issues a "backed
up" message at the final iteration. Can I trust the results of convergence
in this case, or should I be concerned that the algorithm may just have
backed up to a numerically identical point (as per
http://www.stata.com/support/faqs/stat/ml.html)? 

Best,

Glenn.

P.S. using Stata/MP 10.0 for Windows 64-bit x86-64, Born 11 Aug 2008.

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