Cholesky downdate failed in Op3.1

I am doing simulations using Optmum. I am using _opalgr = 2, and _opmiter=2000. Otherwise the default. I am got the error message "Cholesky downdate failed [optutil.src, line 1324]" Is that unique to BFGS? Is something singular? I suppose I need to just try a different algorithm?

 

 

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