Optimization Subroutines

LCP call

solves the linear complementarity problem

LP call

solves the linear programming problem

LPSOLVE call

solves the linear programming problem

MILPSOLVE call

solves the mixed integer linear programming problem

NLPCG call

performs nonlinear optimization by conjugate gradient method

NLPDD call

performs nonlinear optimization by double-dogleg method

NLPFDD call

approximates derivatives by finite-differences method

NLPFEA call

computes feasible points subject to constraints

NLPHQN call

computes hybrid quasi-Newton least squares

NLPLM call

computes Levenberg-Marquardt least squares

NLPNMS call

performs nonlinear optimization by Nelder-Mead simplex method

NLPNRA call

performs nonlinear optimization by Newton-Raphson method

NLPNRR call

performs nonlinear optimization by Newton-Raphson ridge method

NLPQN call

performs nonlinear optimization by quasi-Newton method

NLPQUA call

performs nonlinear optimization by quadratic method

NLPTR call

performs nonlinear optimization by trust-region method

Nonlinear optimization and related subroutines

lists the nonlinear optimization and related subroutines in SAS/IML software