Getting Started: NLP Procedure

The NLP procedure solves general nonlinear programs. It has several optimizers that are tuned to best perform on a particular class of problems. Guidelines for choosing a particular optimizer for a problem can be found in the section Optimization Algorithms.

Regardless of the selected optimizer, it is necessary to specify an objective function and constraints that the optimal solution must satisfy. In PROC NLP, the objective function and the constraints are specified using SAS programming statements that are similar to those used in the SAS DATA step. Some of the differences are discussed in the section Program Statements and in the section ARRAY Statement. As with any programming language, there are many different ways to specify the same problem. Some are more economical than others.