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
Below are statements used in PROC NLP, listed in alphabetical order as they appear in the text that follows.
PROC NLP
options ;
ARRAY
function names ;
BOUNDS
boundary constraints ;
BY
variables ;
CRPJAC
variables ;
DECVAR
function names ;
GRADIENT
variables ;
HESSIAN
variables ;
INCLUDE
model files ;
JACNLC
variables ;
JACOBIAN
function names ;
LABEL
decision variable labels ;
LINCON
linear constraints ;
MATRIX
matrix specification ;
MIN, MAX, or LSQ
function names ;
MINQUAD or MAXQUAD
matrix, vector, or number ;
NLINCON
nonlinear constraints ;
PROFILE
profile specification ;
Program Statements
; ;