Shared Concepts

specifies an absolute function convergence criterion. For minimization, termination requires r, where is the vector of parameters in the optimization and is the objective function. The default value of r is the negative square root of the largest double-precision value, which serves only as a protection against overflows.

specifies an absolute function difference convergence criterion. For all techniques except NMSIMP, termination requires a small change of the function value in successive iterations:

Here, is the vector of parameters in the optimization and is the objective function. The same formula is used for the NMSIMP technique, but is defined as the vertex that has the lowest function value and is defined as the vertex that has the highest function value in the simplex. PROC NLMOD provides an optional integer value n, which specifies the number of successive iterations for which the criterion must be satisfied before the process can be terminated. By default, ABSFCONV=0.

specifies an absolute gradient convergence criterion. Termination requires the maximum absolute gradient element to be small:

Here, is the vector of parameters in the optimization and is the gradient of the objective function with respect to the jth parameter. This criterion is not used by the NMSIMP technique. PROC NLMOD provides an optional integer value n, which specifies the number of successive iterations for which the criterion must be satisfied before the process can be terminated. By default, ABSGCONV=1E–5.

specifies an absolute parameter convergence criterion: For all techniques except NMSIMP, termination requires a small Euclidean distance between successive parameter vectors,

For the NMSIMP technique, termination requires either a small length of the vertices of a restart simplex,

or a small simplex size,

where the simplex size is defined as the L1 distance from the simplex vertex that has the smallest function value to the other p simplex points :

PROC NLMOD provides an optional integer value n, which specifies the number of successive iterations for which the criterion must be satisfied before the process can terminate. The default is r = 1E–8 for the NMSIMP technique and r = 0 otherwise.

specifies a relative function difference convergence criterion. For all techniques except NMSIMP, termination requires a small relative change of the function value in successive iterations,

Here, denotes the vector of parameters that participate in the optimization, and is the objective function. The same formula is used for the NMSIMP technique, but is defined as the vertex that has the lowest function value and is defined as the vertex that has the highest function value in the simplex.

PROC NLMOD provides an optional integer value n, which specifies the number of successive iterations for which the criterion must be satisfied before the process can terminate. The default value is r= where is the machine precision, which is the smallest double-precision floating-point number such that .

specifies a second function convergence criterion. For all techniques except NMSIMP, termination requires a small predicted reduction of the objective function:

The predicted reduction

is computed by approximating the objective function f by the first two terms of the Taylor series and substituting the Newton step,

For the NMSIMP technique, termination requires a small standard deviation of the function values of the simplex vertices , ,

where . If there are boundary constraints active at , the mean and standard deviation are computed only for the unconstrained vertices.

PROC NLMOD provides an optional integer value n, which specifies the number of successive iterations for which the criterion must be satisfied before the process can terminate. The default value is r = 1E–6 for the NMSIMP technique and r= 0 otherwise.

specifies a relative gradient convergence criterion. For all techniques except CONGRA and NMSIMP, termination requires that the normalized predicted function reduction be small:

Here, denotes the vector of parameters that participate in the optimization, is the objective function, and is the gradient. For the CONGRA technique (where a reliable Hessian estimate is not available), the following criterion is used:

This criterion is not used by the NMSIMP technique. PROC NLMOD provides an optional integer value n, which specifies the number of successive iterations for which the criterion must be satisfied before the process can terminate. By default, GCONV=1E–8.

specifies another relative gradient convergence criterion. For the TRUREG, LEVMAR, NRRIDG, and NEWRAP techniques, the following criterion of Browne (1982) is used:

This criterion is not used by the other techniques.

PROC NLMOD provides an optional integer value n, which specifies the number of successive iterations for which the criterion must be satisfied before the process can terminate. By default, GCONV2=0.

specifies the maximum number n of function calls in the optimization process. The default values are as follows, depending on the optimization technique:

The optimization can terminate only after completing a full iteration. Therefore, the number of function calls that are actually performed can exceed the number that is specified by this option. You can specify the optimization technique in the TECHNIQUE= option.

specifies the maximum number n of iterations in the optimization process. The default values are as follows, depending on the optimization technique:

These default values also apply when n is specified as a missing value. You can specify the optimization technique in the TECHNIQUE= option.

specifies an upper limit of r seconds of CPU time for the optimization process. The time specified by r is checked only once at the end of each iteration. Therefore, the actual running time can be longer than r. The default value is the largest floating-point double representation of your computer.

specifies the minimum number of iterations. If you request more iterations than are actually needed for convergence to a stationary point, the optimization algorithms can behave strangely. For example, the effect of rounding errors can prevent the algorithm from continuing for the required number of iterations. By default, MINITER=0.

specifies whether the objective function should be normalized during the optimization by the reciprocal of the used frequency count. This option affects the values reported in the "Iteration History" table. The results reported in the "Fit Statistics" are always displayed for the nonnormalized log-likelihood function. The default is to normalize the objective function.

specifies the optimization technique for obtaining maximum likelihood estimates. You can specify one of the following techniques:

By default, TECHNIQUE=NRRIDG.

For more information, see the section Choosing an Optimization Algorithm.

specifies the relative parameter convergence criterion. Convergence requires a small relative parameter change in subsequent iterations,

where

and is the estimate of the jth parameter at iteration i. For the NMSIMP technique, the same formula is used, but is defined as the vertex that has the lowest function value and is defined as the vertex that has the highest function value in the simplex. The default value is r = 1E–8 for the NMSIMP technique and r = 0 otherwise.