The arboretum procedure



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MAXTIME= number

Specifies the upper limit of CPU time for the optimization process. It is measured in seconds.



Default:

7 days, that is, MAXTIME=604800 seconds



Range:

number > 0

NOPRINT

Suppresses all output printed and only ERRORs, WARNINGs, and NOTEs are printed on the log

file.

PALL

Prints all optional output except the output generated by the PSTDERR , LIST, or LISTCODE

options.

PHISTORY

Prints the optimization history. If PSUMMARY or NOPRINT are not specified, then the

PHISTORY option is set automatically. The iteration history is printed by default.

PSUMMARY

Restricts the amount of default printed output to a short form of iteration history and NOTEs,

WARNINGs, and ERRORs.

RESTART= number

Specifies that the QUANEW or CONGRA algorithm is restarted with a steepest descent/ascent

search direction after the number of iterations has been completed.

Default:

For TECHNIQUE=CONGRA, and UPDATE= PB, restart is done

automatically, so number is not used;

For TECHNIQUE=CONGRA, and UPDATE not = PB, number is the

number of parameters.

For TECHNIQUE=QUANEW, number is the largest integer available.



Range:

number > 1

SINGULAR= number

Specifies an absolute singularity criterion for the computation of the inertia of Hessian and

cross-product Jacobian and their projected forms.

Default:

1E-8


Range:

number > 0

TECHNIQUE= method

where method is one of the following:

NONE



Specifies no method; no optimization is performed.

TRUREG


Specifies the Trust-Region optimization technique.

NEWRAP


Specifies the Newton-Raphson with Line Search optimization technique.

NRRIDG


Specifies the Newton-Raphson with Ridging optimization technique. This is the default

when the number of parameters to be estimated is n   40.

DBLDOG

Specifies the Double-Dogleg optimization technique.



QUANEW

Specifies the quasi-Newton optimization technique. This is the default when the number of

convergence parameters to be estimated is in the range: 40 < n   400.

CONGRA


Specifies the Conjugate Gradient optimization technique. This is the default when the

number of convergence parameters to be estimated is n   400.



Default:

The default technique is either NRRIDG, QUANEW, or CONGRA,

depending on the value of the number of convergence parameters to be

estimated.

See for more information.

UPDATE=update-type

where update-type is one of the following:

BFGS

For TECHNIQUE=QUANEW, performs the BFGS (Broyden-Fletcher-Goldfarb-Shanno)



update of the Cholesky factor of the Hessian matrix.

CD

For TECHNIQUE=CONGRA, performs a conjugate descent update of Fletcher.



DBFGS

For TECHNIQUE=DBLDOG or QUANEW, performs the dual BFGS

(Broyden-Fletcher-Goldfarb-Shanno) update of the Cholesky factor of the Hessian matrix.

This is the default for TECHNIQUE=QUANEW and DBLDOG .

DDFP

For TECHNIQUE=DBLDOG or QUANEW, performs the dual DFP



(Davidson-Fletcher-Powell) update of the Cholesky factor of the Hessian matrix.

DFP


For TECHNIQUE=QUANEW, performs the original DFP (Davidson-Fletcher-Powell)

update of the inverse Hessian matrix.




FR

For TECHNIQUE=CONGRA, performs the Fletcher-Reeves update.

PB

For TECHNIQUE=CONGRA, performs the automatic restart update method of Powell and



Beale. This is the default for TECHNIQUE= CONGRA.

PR

For TECHNIQUE=CONGRA, performs the Polak-Ribiere update.



VERSION= 1 | 2| 3

Specifies the version of the hybrid quasi-Newton optimization technique or the version of the

quasi-Newton optimization technique with nonlinear constraints.

Default:

2

XCONV= number

Specifies the relative parameter convergence criterion.

Default:

1E-8


Range:

number > 0

XSIZE= number

Specifies the number of successive iterations for which the criterion must be satisfied before the

optimization process can be terminated.

Default:

0

Range:



number   0

Copyright 2000 by SAS Institute Inc., Cary, NC, USA. All rights reserved.




The DMREG Procedure

REMOTE Statement

Overview

The REMOTE statement is implemented in the NEURAL, DMREG, and DMVQ procedures in

Enterprise Miner 4.1. You can use it to communicate with an MFC monitor (an external process on a

Window client) to observe the progress of the iterative algorithm or to interrupt the iterative process. The

monitor has a Graph tab and a Status tab as shown below:



The Graph tab displays the iteration history: objection function versus iteration number and maximum

absolute gradient versus iteration number. Click [



Stop Current

] or [


Stop All

] to stop the current or all

optimization process. The Status tab displays the objective function and the maximum absolute element

of the gradient vectors for each iteration.



REMOTE remote-option(s);

Options

remote-options can be the following:

SOCKET=socket-refernece

establishes a TCP/IP socket connection to an MFC monitor on the WIndow client to receive the

report of the ongoing optimization. The socket reference contains the IP address and the port

number and can be defined by using the following FILENAME statement:

FILENAME SOCKET '';

where ip_address is the IP address of the Window client and portnum is the socket port number.

The socket port number os any number that you use to invoke the MFC monitor.

PLOTFILE=fileref | ' external-file'

Specifies the external file that contains the iterative history (for example, the iteration number, the

objective function, and the maximum absolute gradient). You can specify the path of the external

file in quotes or you can use the FILENAME statement to specify a file reference. This option is

obsolete if you can take advantage of the SOCKET= option.

STOPFILE

Specifies an external file that the iterative process will be terminated if this file exists. This is

useful when you run a project with a large data set. To stop the process, you must create the

external file. The DMREG procedure stops the iterative process when it detects this file. The file

does not have to have any content. You can specify the path of an external file in quotes or use the

LIBNAME statement to specify the file reference. This option is obsolete if you can take

advantage of the SOCKET= option.

Example:


FILENAME abc SOCKET 'd6026.us.sas.com:12234';

PROC DMREG DATA=SAMPSIO.DMDCENS DMDBCAT=SAMPSIO.DMDCENS;

     REMOTE SOCKET=abs;

     CLASS CLASS WORKCLAS MARTAL OCCUPATN RELATION RACE SEX COUNTRY;

     MODEL CLASS=AGE FNLWGT EDUC_NUM CAP_GAIN CAP_LOSS HOURWEEK

                 WORKCLAS MARITAL OCCUPATN RELATION RACE SEX COUNTRY

                 / SELECTION=F CHOOSE=AIC;

RUN;


You can invoke the monitor any time by using the port number (1234) that you choose. After the socket

connect is made you can see the display of the iteration history of the ongoing optimization.





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