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The NLP Procedure
Overview
Getting Started
Introductory Examples
Syntax
Functional Summary
Dictionary of Options
PROC NLP Statement
ARRAY Statement
BOUNDS Statement
BY Statement
CRPJAC Statement
DECVAR Statement
GRADIENT Statement
HESSIAN Statement
INCLUDE Statement
JACNLC Statement
JACOBIAN Statement
LABEL Statement
LINCON Statement
MATRIX Statement
MIN, MAX, and LSQ Statements
MINQUAD and MAXQUAD Statements
NLINCON Statement
PROFILE Statement
Program Statements
Details
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
Examples
Using the DATA= Option
Using the INQUAD= Option
Using the INEST=Option
Restarting an Optimization
Approximate Standard Errors
Maximum Likelihood Weibull Estimation
Simple Pooling Problem
Chemical Equilibrium
Minimize Total Delay in a Network
References
Examples: NLP Procedure
Subsections:
6.1 Using the DATA= Option
6.2 Using the INQUAD= Option
6.3 Using the INEST=Option
6.4 Restarting an Optimization
6.5 Approximate Standard Errors
6.6 Maximum Likelihood Weibull Estimation
6.7 Simple Pooling Problem
6.8 Chemical Equilibrium
6.9 Minimize Total Delay in a Network
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