RE: Slow Gradient Method.
From: "Piotrovskij, Vladimir [JanBe]" <VPIOTROV@janbe.jnj.com>
Subject: RE: Slow Gradient Method.
Date: Wed, 30 May 2001 14:18:25 +0200
Thanks Bill for your explanation. Now I understand that SLOW can hardly have any advantages over the default algorithm. Meanwhile I performed some exploration and found that using SLOW with METHOD=COND did not improve the convergence behaviour in complicated cases. I have currently one example where FOCE fails to converge whereas FO method converges perfectly. With FOCE NONMEM stops due to rounding errors, and before this it does a few iterations with very high gradient (>10^5) and no changes in parameters at all.
Best regards,
Vladimir