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 14.1 gives the reason for termination associated with each return code.
Table 14.1: Summary of Return Codes
|
Code |
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 where it indicates that more CPU than a prespecified value was used) |
|
-10 |
a feasible starting point cannot be computed |