91  Imposing THETAs, OMEGAs, and SIGMAs by Algebraic Relationships: Simulated Annealing Example

Introduction to NONMEM 7.6.0

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 elements 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 template of CONSTRAINT.f90 in the ..\source directory, the user supplied CONSTRAINT subroutine can be incorporated into the model. In example 9, whenever iteration number (ITER_NO) 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.