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Example 11.1: Solving a Highly Nonlinear Problem

Consider the following example of minimizing a nonlinear function of three variables, , , and :

You can use the following SAS code to formulate and solve the problem in PROC OPTMODEL:

    proc optmodel;
      var x, y, z; 
 
      minimize obj = x^2 + exp(y/10 + 10) + sin(z*y);
  
      solve with nlpu / tech = fletreev  maxiter   = 100  
                        opttol = 1e-7;
      print x y z;
 
    quit;
 

The optimal solution is displayed in Output 11.1.1.

The following iteration log displays information about the type of algorithm used, and the objective value, relative gradient norm, and number of function evaluations at each iteration.