Getting Started: NLPC Nonlinear Optimization Solver

The NLPC solver solves unconstrained nonlinear optimization problems and problems with a nonlinear objective function subject to bound, linear, or nonlinear constraints. It provides several optimization techniques that effectively handle these classes of problems. Guidelines for choosing a particular optimization technique for a problem can be found in the section Optimization Algorithms.

To solve a particular problem with a supported optimization technique in the NLPC  solver, you need to specify the problem by using the PROC OPTMODEL modeling language. The problem specification typically includes the MIN/MAX statement for the objective, the CON statement for the constraints, and the VAR statement for declaring the decision variables and defining bounds. Hence familiarity with the PROC OPTMODEL modeling language is assumed for requesting a particular optimization technique in the NLPC solver to solve the optimization problem.

After you have specified the nonlinear optimization problem by using the PROC OPTMODEL modeling language, you can specify the NLPC solver by using the SOLVE statement as follows:

where OPTIONS can specify the optimization technique, termination criteria, and/or whether to display the iteration log. For details about these options, see the section NLPC Solver Options.