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