Previous Page | Next Page

The Sequential Quadratic Programming Solver

Functional Summary

Table 15.1 summarizes the options that can be used with the SOLVE WITH SQP statement.

Table 15.1 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=

Previous Page | Next Page | Top of Page