The SAS System                                               07:46 Monday, October 16, 2017 7443

                              Optimization Start
                              Parameter Estimates
                                      Gradient           Lower           Upper
                                     Objective           Bound           Bound
  N Parameter         Estimate        Function      Constraint      Constraint

  1 X1                3.480000               0               0           1E300
  2 X2                0.276000               0               0           1E300
  3 X3                0.118000               0          -1E300           1E300
  4 X4               -0.022500               0          -1E300           1E300
  5 X5                0.001000               0               0           1E300
  6 X6                0.001250               0          -1E300           1E300
  7 X7                0.290000               0       -1.000000        1.000000
  8 X8             0.000000100               0            1E-9           1E300
  9 X9             0.000000100               0            1E-9           1E300
 10 X10            0.000000100               0            1E-9           1E300
 11 X11            0.000000100               0               .               .
 12 X12            0.000000100               0               .               .

Value of Objective Function = -9268645.179

The SAS System                                               07:46 Monday, October 16, 2017 7444

Dual Quasi-Newton Optimization


Minimum Iterations                                     0
Maximum Iterations                                  2000
Maximum Function Calls                              5000
ABSGCONV Gradient Criterion                      0.00001
GCONV Gradient Criterion                            1E-8
ABSFCONV Function Criterion                            0
FCONV Function Criterion                    2.220446E-16
FCONV2 Function Criterion                              0
FSIZE Parameter                                        0
ABSXCONV Parameter Change Criterion                    0
XCONV Parameter Change Criterion                       0
XSIZE Parameter                                        0
ABSCONV Function Criterion                  -1.34078E154
Line Search Method                                     2
Starting Alpha for Line Search                         1
Line Search Precision LSPRECISION                    0.4
DAMPSTEP Parameter for Line Search                     .
MAXSTEP Parameter for Line Search                      0
FD Derivatives: Accurate Digits in Obj.F    15.653559775
Singularity Tolerance (SINGULAR)                    1E-8
Constraint Precision (LCEPS)                        1E-8
Linearly Dependent Constraints (LCSING)             1E-8
Releasing Active Constraints (LCDEACT)                 .
Dual Quasi-Newton Optimization

Dual Broyden - Fletcher - Goldfarb - Shanno Update (DBFGS)
Gradient Computed by Finite Differences

Parameter Estimates              12
Lower Bounds                     10
Upper Bounds                     10

                                       Optimization Start

Active Constraints                            0  Objective Function                 -9268645.179
Max Abs Gradient Element                      0                                                 



                                      Optimization Results

Iterations                                    0  Function Calls                                2
Gradient Calls                                2  Active Constraints                            0
Objective Function                 -9268645.179  Max Abs Gradient Element                      0
Slope of Search Direction                     0                                                 

ABSGCONV convergence criterion satisfied.                                                       
The SAS System                                               07:46 Monday, October 16, 2017 7445

             Optimization Results
              Parameter Estimates
                                      Gradient
                                     Objective
  N Parameter         Estimate        Function

  1 X1                3.480000               0
  2 X2                0.276000               0
  3 X3                0.118000               0
  4 X4               -0.022500               0
  5 X5                0.001000               0
  6 X6                0.001250               0
  7 X7                0.290000               0
  8 X8             0.000000100               0
  9 X9             0.000000100               0
 10 X10            0.000000100               0
 11 X11            0.000000100               0
 12 X12            0.000000100               0

Value of Objective Function = -9268645.179