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The NLMIXED Procedure |

This section describes the displayed output from PROC NLMIXED. See the section "ODS Table Names" for details about how this output interfaces with the Output Delivery System.

- Iter, the iteration number
- Calls, the number of function calls
- NegLogLike, the value of the objective function
- Diff, the difference between adjacent function values
- MaxGrad, the maximum of the absolute (projected) gradient components (except NMSIMP)
- Slope, the slope
*g*^{T}*s*of the search direction*s*at the current parameter iterate (QUANEW only) - Rho, the ratio between the achieved and predicted value of Diff (NRRIDG only)
- Radius, the radius of the trust region (TRUREG only)
- StdDev, the standard deviation of the simplex values (NMSIMP only)
- Delta, the vertex length of the simplex (NMSIMP only)
- Size, the size of the simplex (NMSIMP only)

For the QUANEW method, the value of Slope should be significantly negative. Otherwise, the line-search algorithm has difficulty reducing the function value sufficiently. If this difficulty is encountered, an asterisk (*) appears after the iteration number. If there is a tilde after the iteration number, the BFGS update is skipped, and very high values of the Lagrange function are produced. A backslash (\ ) after the iteration number indicates that Powell's correction for the BFGS update is used.

For methods using second derivatives, an asterisk (*) after the iteration number means that the computed Hessian approximation was singular and had to be ridged with a positive value.

For the NMSIMP method, only one line is displayed for several internal iterations. This technique skips the output for some iterations because some of the termination tests (StdDev and Size) are rather time consuming compared to the simplex operations, and they are performed only every five simplex operations.

The ITDETAILS option in the PROC NLMIXED statement provides a more detailed iteration history. Besides listing the current values of the parameters and their gradients, the following values are provided in addition to the default output:

- Restart, the number of iteration restarts
- Active, the number of active constraints
- Lambda, the value of the Lagrange multiplier (TRUREG and DBLDOG only)
- Ridge, the ridge value (NRRIDG only)
- Alpha, the line-search step size (QUANEW only)

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.

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