Dear Tom:
When we do a long loop for DLM instruction, we should skip non-convergent the result. We can use option=noprint, when it convergent, we can use option=print. However, DLM should support the save the output option and present the output for later without estimating. If possible, it can save the history of estimated results. Considering such situation, we do 100 times grid search, then according the convergent estimation, we only focus on and check the convergen estimation.
Best Regard
Hardmann