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Nonlinear Optimization Examples |

rc |
Reason for Optimization Termination |

1 | ABSTOL criterion satisfied (absolute F convergence) |

2 | ABSFTOL criterion satisfied (absolute F convergence) |

3 | ABSGTOL criterion satisfied (absolute G convergence) |

4 | ABSXTOL criterion satisfied (absolute X convergence) |

5 | FTOL criterion satisfied (relative F convergence) |

6 | GTOL criterion satisfied (relative G convergence) |

7 | XTOL criterion satisfied (relative X convergence) |

8 | FTOL2 criterion satisfied (relative F convergence) |

9 | GTOL2 criterion satisfied (relative G convergence) |

10 | n linear independent constraints are active at xr
and none of them could be released to improve the
function value |

-1 | objective function cannot be evaluated at starting point |

-2 | derivatives cannot be evaluated at starting point |

-3 | objective function cannot be evaluated during iteration |

-4 | derivatives cannot be evaluated during iteration |

-5 | optimization subroutine cannot improve the function value (this is a very general formulation and is used for various circumstances) |

-6 | there are problems in dealing with linearly dependent
active constraints (changing the LCSING value
in the par vector can be helpful) |

-7 | optimization process stepped outside the
feasible region and the algorithm to return inside
the feasible region was not successful (changing the
LCEPS value in the par vector can be helpful) |

-8 | either the number of iterations or the number
of function calls is larger than the prespecified
values in the tc vector (MAXIT and MAXFU) |

-9 | this return code is temporarily not used (it is used in PROC NLP indicating that more CPU than a prespecified value was used) |

-10 | a feasible starting point cannot be computed |

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