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The NLP Procedure

Displayed Output

Procedure Initialization

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.

Optimization Start

At the start of optimization the procedure displays

Iteration History

In general, the iteration history consists of one line of output containing the most important information for each iteration. The iteration-extensive Nelder-Mead simplex method, however, displays only one line for several internal iterations. This technique skips the output for some iterations because The _LIST_ variable (refer to the "Program Statements" section) also enables you to display the parameter estimates x(k) and the gradient g(k) in all or some selected iterations k.

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

An apostrophe trailing the number of active constraints indicates that at least one of the active constraints was released from the active set due to a significant Lagrange multiplier.

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

Optimization Termination

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

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 OptionsPALLdefaultPSHORTPSUM 
 yyyysummary of optimization
 yyynparameter estimates
 yyyngradient of objective func
PHISTORYyyyniteration history
PINITyynnsetting of initial values
 yynnlisting of constraints
PGRIDynnnresults of grid search
PNLCJACynnnJacobian nonlin. constr.
PFUNCTIONynnnvalues of functions
PEIGVALynnneigenvalue distribution
PCRPJACynnncrossproduct Jacobian
PHESSIANynnnHessian matrix
PSTDERRynnnapprox. standard errors
PCOVynnncovariance matrices
LISTnnnnmodel program, variables
LISTCODEnnnncompiled model program

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Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.