The Nonlinear Programming Solver

Functional Summary

Table 10.1 summarizes the options that can be used with the SOLVE WITH NLP statement.

Table 10.1: Options for the NLP Solver

Description

Option

Covariance Matrix Options and Suboptions

 

Requests that the NLP solver compute a covariance

COVEST=()

matrix

Specifies an absolute singularity criterion for matrix

ASINGULAR=

inversion

Specifies the type of covariance matrix

COV=

Specifies the name of the output covariance matrix

COVOUT=

Specifies the tolerance for deciding whether a matrix is

COVSING=

singular

Specifies a relative singularity criterion for matrix inversion

MSINGULAR=

Specifies a number for calculating the divisor for the

NDF=

covariance matrix when VARDEF=DF

Specifies a number for calculating the scale factor for the

NTERMS=

covariance matrix

Specifies a scalar factor for computing the covariance matrix

SIGSQ=

Specifies the divisor for calculating the covariance matrix

VARDEF=

Miscellaneous Option

 

Specifies the seed to use to generate random numbers

SEED=

Multistart Options

 

Directs the local solver to start from multiple initial points

MULTISTART=()

Specifies the maximum range of values that each variable

BNDRANGE=

can take during the sampling process

Specifies the tolerance for local optima to be considered

DISTTOL=

distinct

Specifies the amount of printing solution progress in

LOGLEVEL=

multistart mode

Specifies the time limit in multistart mode

MAXTIME=

Specifies the maximum number of starting points to be

MAXSTARTS=

used by the multistart algorithm

Optimization Option

 

Specifies the optimization technique

ALGORITHM=

Output Options

 

Specifies the frequency of printing solution progress (local solvers)

LOGFREQ=

Specifies the allowable types of output solution

SOLTYPE=

Solver Options

 

Specifies the feasibility tolerance

FEASTOL=

Specifies the type of Hessian used by the solver

HESSTYPE=

Specifies the maximum number of iterations

MAXITER=

Specifies the time limit for the optimization process

MAXTIME=

Specifies the upper limit on the objective

OBJLIMIT=

Specifies the convergence tolerance

OPTTOL=

Specifies units of CPU time or real time

TIMETYPE=