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SAS/IML Optimization CALL Subroutines

Optimization CALL Subroutines

CALL Subroutine Purpose
LCP solves the linear complementarity problem
LP solves the linear programming problem
NLPCG performs nonlinear optimization by the conjugate gradient method
NLPDD performs nonlinear optimization by the double-dogleg method
NLPFDD approximates derivatives by the finite-differences method
NLPFEA computes feasible points subject to constraints
NLPHQN computes hybrid quasi-Newton least squares
NLPLM computes Levenberg-Marquardt least squares
NLPNMS performs nonlinear optimization by the Nelder-Mead simplex method
NLPNRA performs nonlinear optimization by the Newton-Raphson method
NLPNRR performs nonlinear optimization by the Newton-Raphson ridge method
NLPQN performs nonlinear optimization by the quasi-Newton method
NLPQUA performs nonlinear optimization by the quadratic method
NLPTR performs nonlinear optimization by the trust-region method