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GRADIENT Statement

GRADIENT variables ;

The GRADIENT statement defines the gradient vector which contains the first-order derivatives of the objective function with respect to . For more information, see the section "Derivatives". To specify the values of nonzero derivatives, the variables specified in the GRADIENT statement must be defined on the left-hand side of algebraic expressions in programming statements. For example, consider the Rosenbrock function:

  
    proc nlp tech=congra; 
       min y; 
       decvar x1 x2; 
       gradient g1 g2; 
  
       y1 = 10 * (x2 - x1 * x1); 
       y2 = 1 - x1; 
  
       y  = .5 * (y1 * y1 + y2 * y2); 
  
       g1 = -200 * x1 * (x2 - x1 * x1) - (1 - x1); 
       g2 = 100 * (x2 - x1 * x1); 
    run;