NLINCON Statement

The CALIS Procedure

NLINCON Statement

NLINCON | NLC constraint < , constraint ... > ;

           where constraint represents
                number operator variable-list number operator or
                variable-list operator number or
                number operator variable-list

You can specify nonlinear equality and inequality constraints with the NLINCON or NLC statement. The QUANEW optimization subroutine enables you to specify nonlinear constraints using the NLINCON statement.

The syntax of the NLINCON statement is similar to that of the BOUNDS statement, except that the NLINCON statement can contain the names of variables that are continuous functions of the parameters. The values of the nonlinear constraint variables must be computed in the program statements.

As with the BOUNDS statement, one- or two-sided constraints are allowed in the NLINCON statement; equality constraints must be one sided. Valid operators are <=, <, >=, >, and = or, equivalently, LE, LT, GE, GT, and EQ.

PROC CALIS cannot enforce the strict inequalities < or > but instead treats them as <= and >=, respectively. The listed nonlinear constraints must be separated by commas.

The following three NLINCON statements, which require the values of the three constraint variables V1, V2, and V3 to be between zero and ten, are equivalent:

   NLINCON  0. <= V1-V3,
                  V1-V3 <= 10;
   NLINCON 0. <= V1-V3 <= 10.;
   NLINCON 10. >= V1-V3 >= 0.;

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