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Examples
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The OPTLSO Procedure
Overview
Getting Started
Introductory Examples
Syntax
PROC OPTLSO Statement
PERFORMANCE Statement
Details
The FCMP Procedure
The Variable Data Set
Describing the Objective Function
Describing Linear Constraints
Describing Nonlinear Constraints
The OPTLSO Algorithm
Specifying and Returning Trial Points
Function Value Caching
Iteration Log
Procedure Termination Messages
ODS Tables
Macro Variable _OROPTLSO_
Examples
Using Dense Format
Using MPS Format
Using QPS Format
Combining MPS and FCMP Function Definitions
Linear Constraints and a Nonlinear Objective
Using Nonlinear Constraints
Using External Data Sets
Johnson’s Systems of Distributions
References
Examples: OPTLSO Procedure
3.1 Using Dense Format
3.2 Using MPS Format
3.3 Using QPS Format
3.4 Combining MPS and FCMP Function Definitions
3.5 Linear Constraints and a Nonlinear Objective
3.6 Using Nonlinear Constraints
3.7 Using External Data Sets
3.8 Johnson’s Systems of Distributions
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