The NLP Procedure

MIN, MAX, and LSQ Statements

  • MIN variables;

  • MAX variables;

  • LSQ variables;

The MIN, MAX, or LSQ statement specifies the objective functions. Only one of the three statements can be used at a time and at least one must be given. The MIN and LSQ statements are for minimizing the objective function, and the MAX statement is for maximizing the objective function. The MIN, MAX, or LSQ statement lists one or more variables naming the objective functions $ f_ i$, $ i=1,\ldots ,m$ (later defined by SAS program code).

  • If the MIN or MAX statement lists m function names $ f_1,\ldots ,f_ m$, the objective function f is

    \[ f(x) = \sum _{i=1}^ m f_ i \quad \]

  • If the LSQ statement lists m function names $ f_1,\ldots ,f_ m$, the objective function f is

    \[ f(x) = \frac{1}{2} \sum _{i=1}^ m f_ i^2(x) \quad \]

Note that the LSQ statement can be used only if TECH= LEVMAR or TECH= HYQUAN.