The OPTMODEL procedure comprises the powerful OPTMODEL modeling language and state-of-the-art solvers for several classes of mathematical programming problems. You can use the nonlinear solvers in PROC OPTMODEL to solve nonlinear mathematical programming problems that were previously solved with PROC NLP.

Here are some advantages to using PROC OPTMODEL over PROC NLP:

• Improved robustness in solving highly nonlinear problems
• Full support of sparse linear algebra, which enables it to efficiently solve large scale problems
• The modeling language has a rich syntax including many powerful expressions and programming statements to enable you to model complex optimization problems that are difficult to formulate in PROC NLP
• More effective and flexible READ DATA statement for input of data from data sets, including support of input data in a sparse matrix format
• Optimization algorithms with the sparse structural information of an optimization problem

For further discussion, see this SAS Global Forum paper.

This example illustrates solving a nonlinear mathematical programming problem with PROC NLP versus PROC OPTMODEL. The Bard function is a least squares problem with n=3 parameters and m=15 functions:

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