number > 0
Specifies the maximum number of function calls in the optimization process.
2147483647 for all techniques
Specifies the maximum number of iterations in the optimization process.
100 for TRUREG, NRRIDG, NEWRAP, and LEVMAR
200 for QUANEW and DBLDOG
400 for CONGRA
Specifies the upper bound for the step length of the line-search algorithms.
The largest double precision value
Specifies the upper limit of CPU time for the optimization process. It is measured in seconds.
7 days, that is, MAXTIME=604800 seconds
Specifies the minimum number of iterations in the optimization process.
Suppresses all output. Only ERRORs, WARNINGs, and NOTEs are printed on the log file.
Prints all optional output except the output generated by the PSTDERR , LIST, or LISTCODE
Restricts the amount of default printed output to a short form of iteration history and NOTEs,
WARNINGs, and ERRORs.
Prints the optimization history. If PSUMMARY or NOPRINT are not specified, then the
PHISTORY option is set automatically and the iteration history is printed by default.
Specifies that the QUANEW or CONGRA algorithm is restarted with a steepest descent/ascent
search direction after the number of iterations has been completed.
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.
Specifies an absolute singularity criterion for the computation of the inertia of Hessian and
cross-product Jacobian and their projected forms.
Specifies an optimization technique, where method is one of the following:
Specifies the Conjugate Gradient optimization technique. This is the default when the
when the number of parameters to be estimated is 40.
Specifies the quasi-Newton optimization technique. This is the default when the number of
Specifies an update method, where update-type is one of the following:
For TECHNIQUE= QUANEW, performs the BFGS (Broyden-Fletcher-Goldfarb-Shanno)
For TECHNIQUE=CONGRA, performs a conjugate descent update of Fletcher.
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 .
For TECHNIQUE= DBLDOG or QUANEW, performs the dual DFP
update of the inverse Hessian matrix.
For TECHNIQUE=CONGRA, performs the Fletcher-Reeves update.
Beale. This is the default for TECHNIQUE= CONGRA.
For TECHNIQUE=CONGRA, performs the Polak-Ribiere update.
Specifies the version of the hybrid quasi-Newton optimization technique or the version of the
quasi-Newton optimization technique with nonlinear constraints.
Specifies the relative parameter convergence criterion.
Specifies the number of successive iterations for which the criterion must be satisfied before the
optimization process can be terminated.
Copyright 2000 by SAS Institute Inc., Cary, NC, USA. All rights reserved.