Several SAS/ETS procedures (COUNTREG, ENTROPY, MDC, QLIM, UCM, and VARMAX) use the nonlinear optimization (NLO) subsystem to perform nonlinear optimization. This chapter describes the options of the NLO system and some technical details of the available optimization methods. Note that not all options have been implemented for all procedures that use the NLO subsystem. You should check each procedure chapter for more details about which options are available.