| The Sequential Quadratic Programming Solver |
Functional Summary
Table 13.1 summarizes the options that can be used with the SOLVE WITH SQP statement.
Table 13.1: Options for the SQP Solver| Description | Option |
| Solver Options: | |
| check second-order optimality conditions | HESCHECK / NOHESCHECK |
| maximum number of iterations | MAXITER= |
| upper limit on the real time for optimization | MAXTIME= |
| reduction rate of penalty parameters in the Lagrangian function | PENALTY= |
| convergence tolerance for both stationary and complementary conditions | OPTTOL= |
| convergence tolerance for feasibility | FEASTOL= |
| Output Option: | |
| print objective function value, norm of violated constraints, and norm of Lagrangian function gradient at each iteration | PRINTFREQ= |
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