The Interior Point Nonlinear Programming Solver

Procedures in Online Documentation

The IPNLP solver in the OPTMODEL procedure enables you to solve general nonlinear programming problems. Mathematically, a general nonlinear programming problem can be stated as

General NLP

where f is the nonlinear objective function and c is the set of general nonlinear equality and inequality constraints. The lower and upper bounds on the decision variable are denoted by l and u, respectively.

Solution Techniques

The IPNLP solver implements a primal-dual interior point algorithm that includes several powerful features from recent state-of-the-art algorithms. It uses a line-search procedure and a merit function to ensure convergence of the iterates to a local minimum.

Key Features