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Appendix A. Keyword Reference |  |
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Appendix A. Keyword Reference | |
RECALC — Specify interval (in number of steps) for Hessian recalculation.
RECALC=n
Requires that an exact Hessian be computed every n steps. The default value for n is set very high (99999), resulting in essentially no recalculation but only approximate updates based on the three step procedure above. While specifying RECALC to a lower value will certainly make the optimization more stable, but vastly slower as diagonalization of the Hessian matrix is a very slow step computationally.
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RECLAS |