You need to use ODS to pull the ConvergenceStatus output from PROC NLIN. Add it to your procedure code like this:
PROC NLIN data = ...;
...;
ods output ConvergenceStatus = conv;
RUN;
That gives you a data set with two variables:
- Status (0 means convergence, otherwise 1, 2, or 3 are described here: https://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_nlin_sect031.htm).
- Reason (description of the convergence issue).
So attach the results of that data set to each simulation round, and create a binary indicator for whether status > 0, and you should be all set.