The NLP Procedure
- Overview
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Getting Started
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SyntaxFunctional SummaryDictionary of OptionsPROC NLP StatementARRAY StatementBOUNDS StatementBY StatementCRPJAC StatementDECVAR StatementGRADIENT StatementHESSIAN StatementINCLUDE StatementJACNLC StatementJACOBIAN StatementLABEL StatementLINCON StatementMATRIX StatementMIN, MAX, and LSQ StatementsMINQUAD and MAXQUAD StatementsNLINCON StatementPROFILE StatementProgram Statements
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DetailsCriteria for OptimalityOptimization AlgorithmsFinite-Difference Approximations of DerivativesHessian and CRP Jacobian ScalingTesting the Gradient SpecificationTermination CriteriaActive Set MethodsFeasible Starting PointLine-Search MethodsRestricting the Step LengthComputational ProblemsCovariance MatrixInput and Output Data SetsDisplayed OutputMissing ValuesComputational ResourcesMemory LimitRewriting NLP Models for PROC OPTMODEL
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Examples
- References
A BY statement can be used with PROC NLP to obtain separate analyses on DATA= data set observations in groups defined by the BY variables. That means, for values of the TECH= option other than NONE, an optimization problem is solved for each BY group separately. When a BY statement appears, the procedure expects the input DATA= data set to be sorted in order of the BY variables. If the input data set is not sorted in ascending order, it is necessary to use one of the following alternatives:
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Use the SORT procedure with a similar BY statement to sort the data.
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Use the BY statement option NOTSORTED or DESCENDING in the BY statement for the NLP procedure. As a cautionary note, the NOTSORTED option does not mean that the data are unsorted but rather that the data are arranged in groups (according to values of the BY variables) and that these groups are not necessarily in alphabetical or increasing numeric order.
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Use the DATASETS procedure (in Base SAS software) to create an index on the BY variables.
For more information on the BY statement, refer to the discussion in SAS Language Reference: Concepts. For more information on the DATASETS procedure, refer to the SAS Procedures Guide.