The Sequential Quadratic Programming Solver |
Functional Summary |
Table 15.1 summarizes the options that can be used with the SOLVE WITH SQP statement.
Description |
Option |
---|---|
Solver Options: |
|
Check second-order optimality conditions |
|
Maximum number of iterations |
|
Upper limit on the real time for optimization |
|
Reduction rate of penalty parameters in the Lagrangian function |
|
Convergence tolerance for both stationary and complementary conditions |
|
Convergence tolerance for feasibility |
|
Output Option: |
|
Print objective function value, norm of violated constraints, and norm of Lagrangian function gradient at each iteration |
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