The NLP Procedure
- Overview
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Getting Started
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SyntaxFunctional SummaryDictionary of OptionsPROC NLP StatementARRAY StatementBOUNDS StatementBY StatementCRPJAC StatementDECVAR StatementGRADIENT StatementHESSIAN StatementINCLUDE StatementJACNLC StatementJACOBIAN StatementLABEL StatementLINCON StatementMATRIX StatementMIN, MAX, and LSQ StatementsMINQUAD and MAXQUAD StatementsNLINCON StatementPROFILE StatementProgram Statements
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DetailsCriteria for OptimalityOptimization AlgorithmsFinite-Difference Approximations of DerivativesHessian and CRP Jacobian ScalingTesting the Gradient SpecificationTermination CriteriaActive Set MethodsFeasible Starting PointLine-Search MethodsRestricting the Step LengthComputational ProblemsCovariance MatrixInput and Output Data SetsDisplayed OutputMissing ValuesComputational ResourcesMemory LimitRewriting NLP Models for PROC OPTMODEL
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Examples
- References
Subsections:
- Criteria for Optimality
- Optimization Algorithms
- Finite-Difference Approximations of Derivatives
- Hessian and CRP Jacobian Scaling
- Testing the Gradient Specification
- Termination Criteria
- Active Set Methods
- Feasible Starting Point
- Line-Search Methods
- Restricting the Step Length
- Computational Problems
- Covariance Matrix
- Input and Output Data Sets
- Displayed Output
- Missing Values
- Computational Resources
- Memory Limit
- Rewriting NLP Models for PROC OPTMODEL