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The Nonlinear Programming Solver
Overview
Getting Started
A Simple Problem
A Larger Optimization Problem
An Optimization Problem with Many Local Minima
A Least Squares Estimation Problem for a Regression Model
Syntax
Functional Summary
NLP Solver Options
Details
Basic Definitions and Notation
Constrained Optimization
Interior Point Algorithm
Active-Set Method
Multistart
Covariance Matrix
Iteration Log for the Local Solver
Iteration Log for Multistart
Solver Termination Criterion
Solver Termination Messages
Macro Variable _OROPTMODEL_
Examples
Solving Highly Nonlinear Optimization Problems
Solving Unconstrained and Bound-Constrained Optimization Problems
Solving NLP Problems with Range Constraints
Solving Large-Scale NLP Problems
Solving NLP Problems That Have Several Local Minima
Maximum Likelihood Weibull Estimation
Finding an Irreducible Infeasible Set
References
Syntax: NLP Solver
The following PROC OPTMODEL statement is available for the NLP solver:
SOLVE WITH NLP
</ options>
;
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