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The NLP Procedure |

After the procedure has processed the problem, it displays summary information about the problem and the options that you have selected. It may also display a list of linearly dependent constraints and other information about the constraints and parameters.

At the start of optimization the procedure displays

- the number of constraints that are active at the starting point, or more precisely, the number of constraints that are currently members of the working set. If this number is followed by a plus sign, there are more active constraints, of which at least one is temporarily released from the working set due to negative Lagrange multipliers
- the value of the objective function at the starting point
- if the (projected) gradient is available, the value of the largest absolute (projected) gradient element
- for the TRUREG and LEVMAR subroutines, the initial radius of the trust region around the starting point

- some of the termination tests (size and standard deviation) are rather timeconsuming compared to the simplex operations and are only done every five simplex operation.
- the resulting history output is smaller

The iteration history always includes the following (the words in parentheses indicate the column header output):

- the iteration number (iter)
- the number of iteration restarts (nrest)
- the number of function calls (nfun)
- the number of active constraints (act)
- the value of the optimization criterion (optcrit)
- the difference between adjacent function values (difcrit)
- the maximum of the absolute (projected) gradient components (maxgrad)

The optimization history is displayed by default because it is important to check for possible convergence problems.

The output of the optimization history ends with a short output of information concerning the optimization result:

- the number of constraints that are active at the final point, or more precisely, the number of constraints that are currently members of the working set When this number is followed by a plus sign, it indicates that there are more active constraints of which at least one is temporarily released from the working set due to negative Lagrange multipliers.
- the value of the objective function at the final point
- if the (projected) gradient is available, the value of the largest absolute (projected) gradient element
- other information that is specific for the optimization technique

The NOPRINT option suppresses all output to the list file and only error's, warning's, and note's are displayed to the log file. The PALL option sets a large group of some of the commonly used specific displaying options, the PSHORT option suppresses some, and the PSUM (or PSUMMARY) option suppresses almost all of the default output. The following table summarizes the correspondence between the general and the specific print options

Output Options | PALL | default | PSHORT | PSUM | |

y | y | y | y | summary of optimization | |

y | y | y | n | parameter estimates | |

y | y | y | n | gradient of objective func | |

PHISTORY | y | y | y | n | iteration history |

PINIT | y | y | n | n | setting of initial values |

y | y | n | n | listing of constraints | |

PGRID | y | n | n | n | results of grid search |

PNLCJAC | y | n | n | n | Jacobian nonlin. constr. |

PFUNCTION | y | n | n | n | values of functions |

PEIGVAL | y | n | n | n | eigenvalue distribution |

PCRPJAC | y | n | n | n | crossproduct Jacobian |

PHESSIAN | y | n | n | n | Hessian matrix |

PSTDERR | y | n | n | n | approx. standard errors |

PCOV | y | n | n | n | covariance matrices |

PJACOBI | n | n | n | n | Jacobian |

LIST | n | n | n | n | model program, variables |

LISTCODE | n | n | n | n | compiled model program |

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