The Nonlinear Programming Solver
- Overview
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Getting Started
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Syntax
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Details
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ExamplesSolving Highly Nonlinear Optimization ProblemsSolving Unconstrained and Bound-Constrained Optimization ProblemsSolving NLP Problems with Range ConstraintsSolving Large-Scale NLP ProblemsSolving NLP Problems That Have Several Local MinimaMaximum Likelihood Weibull EstimationFinding an Irreducible Infeasible Set
- References
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 |
|
|
matrix |
|
|
Specifies an absolute singularity criterion for matrix |
|
|
inversion |
|
|
Specifies the type of covariance matrix |
|
|
Specifies the name of the output covariance matrix |
|
|
Specifies the tolerance for deciding whether a matrix is |
|
|
singular |
|
|
Specifies a relative singularity criterion for matrix inversion |
|
|
Specifies a number for calculating the divisor for the |
|
|
covariance matrix when VARDEF=DF |
|
|
Specifies a number for calculating the scale factor for the |
|
|
covariance matrix |
|
|
Specifies a scalar factor for computing the covariance matrix |
|
|
Specifies the divisor for calculating the covariance matrix |
|
|
Miscellaneous Option |
|
|
Specifies the seed to use to generate random numbers |
|
|
Multistart Options |
|
|
Directs the local solver to start from multiple initial points |
|
|
Specifies the maximum range of values that each variable |
|
|
can take during the sampling process |
|
|
Specifies the tolerance for local optima to be considered |
|
|
distinct |
|
|
Specifies the amount of printing solution progress in |
|
|
multistart mode |
|
|
Specifies the time limit in multistart mode |
|
|
Specifies the maximum number of starting points to be |
|
|
used by the multistart algorithm |
|
|
Optimization Option |
|
|
Specifies the optimization technique |
|
|
Output Options |
|
|
Specifies the frequency of printing solution progress (local solvers) |
|
|
Specifies the allowable types of output solution |
|
|
Solver Options |
|
|
Specifies the feasibility tolerance |
|
|
Specifies the type of Hessian used by the solver |
|
|
Enables or disables IIS detection with respect to linear constraints and variable bounds |
|
|
Specifies the maximum number of iterations |
|
|
Specifies the time limit for the optimization process |
|
|
Specifies the upper limit on the objective |
|
|
Specifies the convergence tolerance |
|
|
Specifies units of CPU time or real time |