GPS-X Technical Reference

Optimizer 376
TERMINATION CRITERIA
There are four different criteria used to terminate the optimizer:
1. Parameter Tolerance: The maximum size along a parameter dimension is defined as
the difference between the largest value of this parameter from among all of the simplex
vertices, and the smallest value of this parameter from among all of the simplex vertices.
This maximum size is scaled by dividing it by the difference between the upper and lower
bounds for this parameter. If the maximum sizes for all of the parameter dimensions are
less than the parameter tolerance, the optimization process is terminated.
2. Objective function tolerance: If the range (largest minus smallest) of objective function
values covered by the simplex vertices is less than the objective function tolerance, the
optimization process is terminated. Meeting this criterion without satisfying criterion 1
may indicate that the objective function is not very sensitive to some parameters.
3. Scaled termination value for objective function: If the objective function value at the
current best point in the simplex is less than the user-specified final objective function
value, the optimization process is terminated. This final value should be positive and
small in magnitude. This criterion is not used with the maximum likelihood objective
function. It is only applicable for the other objective functions because their values have a
lower bound of zero (a perfect fit).
4. Maximum number of optimizer iterations: The optimization process is terminated if
the maximum number of iterations is reached.
Satisfaction of any one of these four criteria will result in termination of the iterative optimization
process. These criteria provide a trade-off between the length of the optimization run and the
proximity to an optimal solution.
The specific values used for the termination criteria can be accessed from the General Data
menu. Right-click in an empty region of the drawing board to display the menu and select
System > Parameters > Optimizer to display the form shown in Figure 14-2.
GPS-X Technical Reference