The NLP Procedure

Getting Started

The NLP procedure solves general nonlinear programs. It has several optimizers that are tuned to perform best on a particular class of problem. Guidelines for choosing a particular optimizer for a problem can be found in the "Details" section below.

Regardless of the selected optimizer, it is necessary to specify an objective function and constraints which the optimal solution must satisfy. In PROC NLP, the objective function and the constraints are specified by using SAS programming statements that are similar to those used in the SAS DATA step. Some of the differences are discussed in the sections ``Program Statements'' and the ARRAY Statement. As with any programming language there are many different ways to specify the same problem. Some are more economical than others.

Introductory Examples

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