specifies the optimization technique to be used to solve the problem. The following are valid keywords:

• IPKRYLOV
  uses a trust-region interior point method. This technique is recommended for large-scale optimization problems (that is, problems with many variables and constraints).

• IPQN
  uses a quasi-Newton interior point method. This technique can efficiently solve small-to-medium size optimization problems (that is, problems that contain up to 1,000 variables and constraints). It is recommended for problems whose second derivatives are computationally expensive to compute.

specifies that the solver take at most major iterations to determine an optimum of the NLP problem. The value of is an integer between zero and the largest four-byte, signed integer, which is . A major iteration in IPNLP consists of finding a descent direction and a step size along which the next approximation of the optimum will reside. The default value of is 5,000 iterations.

specifies an upper limit of seconds of real time for the solver to find a local optimum. Note that the time specified by the MAXTIME= option is checked only once at the end of each major iteration. The default value is 7,200 seconds (two hours).

specifies an upper limit on the magnitude of the objective value. For a minimization problem, the algorithm terminates when the objective value becomes less than ; for a maximization problem, the algorithm stops when the objective value exceeds . When this happens, it implies that either the problem is unbounded or the algorithm diverges. If optimization were allowed to continue, numerical difficulty might be encountered. The default value is E. The minimum acceptable value of is E. If the specified value of is less than E, the value is reset to the default value E. Currently this option is supported only when the TECH=IPKRYLOV option is also specified.

defines the measure by which you can decide whether the current iterate is an acceptable approximation of a local minimum. The value of this option is a positive real number. The IPNLP solver determines that the current iterate is a local minimum when the norm of the scaled vector of the optimality conditions is less than . The default value is =1E–6.

specifies how often the iterations are to be displayed in the SAS log. should be an integer between zero and the largest four-byte, signed integer, which is . If , the solver prints only those iterations that are a multiple of . If , no iteration is displayed in the log. The default value is PRINTFREQ=1.