+--------------------------------------------------------------------+
| |
| ANEAL |
| |
+--------------------------------------------------------------------+
MEANING: CONSTRAINT subroutine
CONTEXT: NONMEM utility routine
USAGE:
$SUBROUTINES ADVAN3 TRANS4 OTHER=aneal.f90
DISCUSSION:
Additional algorithmic constraints may be imposed upon the model
parameters, by use of the subroutine CONSTRAINT. This feature is
available only for the EM and Bayesian algorithms.
One use would be to slow the rate of reduction of the diagonal ele-
ments of the OMEGA values during the burn-in phase of the SAEM method.
This is shown in example 9, where a user supplied annealing algorithm
is used to replace the built-in one described earlier. By specifying
OTHER=ANEAL.f90, where ANEAL.f90 was originally derived from a tem-
plate of CONSTRAINT.f90 in the source directory, the user supplied
CONSTRAINT subroutine can be incorporated into the model.
In example 9, whenever the argument iteration number (ITER_NO) of CON-
STRAINT changes, a new OMEGA is evaluated that is larger than what was
determined by the SAEM update. Typically, this expansion algorithm
should be such that its impact decreases with each iteration. This
example is given in example 9.
See INTRODUCTION TO NONMEM 7, $ANNEAL to facilitate EM search methods
REFERENCES: Guide Introduction_7
Go to main index.
Created by nmhelp2html v. 1.0 written by Niclas Jonsson (Modified by AJB 5/2006,11/2007,10/2012)