I have a follow-up question if the answer to my last question is no. Since I will feed GAUSS very good initial guesses and the value function may not be available with some wild guesses, I wonder if I can tell GAUSS to make only small steps when it is solving the problem with "nlsys". If so, would you please tell me the right command to use?
Thank you so much!!
You shouldn't have any problem with the nonlinear transformation on the parameter. If you are having problems use a different algorithm,
struct nlControl nlc; nlc.algr = 1; //default: line search nlc.algr = 2; // or try this one: hook step