The Nonlinear Programming Solver

Functional Summary

Table 8.1 summarizes the options that can be used with the SOLVE WITH NLP statement.

Table 8.1: Options for the NLP Solver

Description

Option

Multistart Options

 

Specifies the maximum range of values that each variable can take during the sampling process

MSBNDRANGE=

Specifies the tolerance for local optima to be considered distinct

MSDISTTOL=

Specifies the time limit in multistart mode

MSMAXTIME=

Specifies the number of starting points to be used by multistart

MSMAXSTARTS=

Specifies the seed used to generate random numbers

SEED=

Optimization Options

 

Specifies the optimization technique

ALGORITHM=

Directs the local solver to start from multiple initial points

MULTISTART

Output Options

 

Specifies the frequency of printing solution progress (local solvers)

LOGFREQ=

Specifies the amount of printing solution progress in multistart mode

MSLOGLEVEL=

Specifies the allowable types of output solution

SOLTYPE=

Solver Options

 

Specifies the feasibility tolerance

FEASTOL=

Specifies the type of Hessian used by the solver

HESSTYPE=

Specifies the maximum number of iterations

MAXITER=

Specifies the time limit for the optimization process

MAXTIME=

Specifies the upper limit on the objective

OBJLIMIT=

Specifies the convergence tolerance

OPTTOL=

Specifies units of CPU time or real time

TIMETYPE=