Thank you for you reply…and sorry for my belated response. It seems that I never got the notification.

I managed to have some progress on it. I am minimizing a log(likelihood) with 184 parameters. My understanding of the edm is that it is roughy equal to N_param x (relative error)^2/2, so a tolerance of say 90 would give an edm < 0.09, providing a relative error of 0.03 (a 1/30th of a sigma) which is enough for our application.

The other question I have is the following, I set a tol of 100 and I get such a run, in the end I get an edm with is below the max, and an edm from the Hessian identical…stil the status is 0 (failed)…why is that?

See below.

Thanking you in advance,

ThierryA

MnSeedGenerator: for initial parameters FCN = -524908

MnSeedGenerator: Initial state: - FCN = -524908.4447738 Edm = 88.571 NCalls = 723

MnSeedGenerator: Negative G2 found - new state: - FCN = -524908.4447738 Edm = 88.571 NCalls = 723

VariableMetric: start iterating until Edm is < 0.1

VariableMetric: Initial state - FCN = -524908.4447738 Edm = 88.571 NCalls = 723

VariableMetric: Iteration # 1 - FCN = -524955.6554319 Edm = 4.8067 NCalls = 1205

VariableMetric: Iteration # 2 - FCN = -524962.1475929 Edm = 3.65806 NCalls = 1583

VariableMetric: Iteration # 3 - FCN = -524968.6782288 Edm = 4.36685 NCalls = 1970

VariableMetric: Iteration # 4 - FCN = -524976.5991184 Edm = 3.63991 NCalls = 2353

VariableMetric: Iteration # 5 - FCN = -524981.2355117 Edm = 5.44596 NCalls = 2740

VariableMetric: Iteration # 6 - FCN = -524986.0814052 Edm = 3.95615 NCalls = 3125

VariableMetric: Iteration # 7 - FCN = -524988.196269 Edm = 4.4722 NCalls = 3504

VariableMetric: Iteration # 8 - FCN = -524992.9521155 Edm = 3.9607 NCalls = 3886

VariableMetric: Iteration # 9 - FCN = -524995.9784866 Edm = 2.08827 NCalls = 4260

VariableMetric: Iteration # 10 - FCN = -524997.885652 Edm = 1.30287 NCalls = 4634

VariableMetric: Iteration # 11 - FCN = -524998.9733973 Edm = 0.685435 NCalls = 5017

VariableMetric: Iteration # 12 - FCN = -524999.7471109 Edm = 1.05336 NCalls = 5394

VariableMetric: Iteration # 13 - FCN = -525001.0231184 Edm = 1.18649 NCalls = 5773

VariableMetric: Iteration # 14 - FCN = -525003.833539 Edm = 1.52717 NCalls = 6151

VariableMetric: Iteration # 15 - FCN = -525005.2488222 Edm = 1.17632 NCalls = 6526

VariableMetric: Iteration # 16 - FCN = -525006.1290874 Edm = 0.404324 NCalls = 6904

VariableMetric: Iteration # 17 - FCN = -525006.3830275 Edm = 0.216217 NCalls = 7279

VariableMetric: Iteration # 18 - FCN = -525006.6204574 Edm = 0.188764 NCalls = 7662

VariableMetric: Iteration # 19 - FCN = -525006.8607616 Edm = 0.330696 NCalls = 8042

VariableMetric: Iteration # 20 - FCN = -525007.2568275 Edm = 0.243056 NCalls = 8423

VariableMetric: Iteration # 21 - FCN = -525007.4680025 Edm = 0.0883097 NCalls = 8803

VariableMetric: Iteration # 22 - FCN = -525007.5650159 Edm = 0.0378167 NCalls = 9176

VariableMetric: After Hessian - FCN = -525007.5650159 Edm = 0.0378167 NCalls = 9187

status MMinzerMinimize : 0