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 Nonlinear Optimization Examples

## Definition of Return Codes

The return code, which is represented by the output parameter rc in the optimization subroutines, indicates the reason for optimization termination. A positive value indicates successful termination, while a negative value indicates unsuccessful termination. Table 11.1 gives the reason for termination associated with each return code.

Table 11.1: Summary of Return Codes
 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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