The OPTMODEL Procedure
- Overview
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Getting Started
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Syntax
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DetailsNamed ParametersIndexingTypesNamesParametersExpressionsIdentifier ExpressionsFunction ExpressionsIndex SetsOPTMODEL Expression ExtensionsConditions of OptimalityData Set Input/OutputControl FlowFormatted OutputODS Table and Variable NamesConstraintsSuffixesInteger Variable SuffixesDual ValuesReduced CostsPresolverModel UpdateMultiple SubproblemsMultiple SolutionsProblem SymbolsOPTMODEL OptionsAutomatic DifferentiationConversionsFCMP RoutinesMore on Index SetsThreaded ProcessingMacro Variable _OROPTMODEL_Rewriting PROC NLP Models for PROC OPTMODEL
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Examples
- References
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Abramowitz, M. and Stegun, I. A. (1972), Handbook of Mathematical Functions, New York: Dover Publications.
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Bazaraa, M. S., Sherali, H. D., and Shetty, C. M. (1993), Nonlinear Programming: Theory and Algorithms, New York: John Wiley & Sons.
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Chvátal, V. (1983), Linear Programming, New York: W. H. Freeman.
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Dennis, J. E. and Schnabel, R. B. (1983), Numerical Methods for Unconstrained Optimization and Nonlinear Equations, Englewood Cliffs, NJ: Prentice-Hall.
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Fletcher, R. (1987), Practical Methods of Optimization, 2nd Edition, Chichester, UK: John Wiley & Sons.
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Nocedal, J. and Wright, S. J. (1999), Numerical Optimization, New York: Springer-Verlag.