## termination criteria

Hello,

I am doing a quasi newton optimization method but I have a problem. The optimization stop before I find the global maximum.

I wonder if I could use a termination criterion of 1e-4 in order to stop the optimization after getting an objective function as small as I want and if it is possible, how to do it?

Here is my code

proc iml;

use a;

read all var _NUM_ into data;

close a;

reset storage = &lib..myfunctions;

parameters = j(3, 1, .) ;

parameters = 1.1 ;

parameters=0.5;

con = {-10  1E-9, 10 1}

opt = {1 4} ;

*Quasi-Newton Method ;

call NLPQN(rc, parameters, "function1", theta, opt, con);

quit ;

Thank you for helping

1 ACCEPTED SOLUTION

Accepted Solutions

## Re: termination criteria

There are multiple termination criteria that you can use. The documentation provides details. Common criteria include absolute function convergence criterion (ABSTOL, controlled by tc) and absolute gradient convergence criterion (ABSGTOL, controlled by tc). There are also "relative" versions of these criteria.

To use the termination criterion, allocate a vector of missing values (which means "use default values") and override the element that you want to control. For example,

tc = repeat(.,1,12);
tc = 1.e-4;

call NLPQN(rc, parameters, "function1", theta, opt, con) tc=tc;

## Re: termination criteria

There are multiple termination criteria that you can use. The documentation provides details. Common criteria include absolute function convergence criterion (ABSTOL, controlled by tc) and absolute gradient convergence criterion (ABSGTOL, controlled by tc). There are also "relative" versions of these criteria.

To use the termination criterion, allocate a vector of missing values (which means "use default values") and override the element that you want to control. For example,

tc = repeat(.,1,12);
tc = 1.e-4;

call NLPQN(rc, parameters, "function1", theta, opt, con) tc=tc;

From The DO Loop