Date:         Mon, 1 Nov 1999 11:15:16 -0500
Reply-To:     Paige Miller <paigem@KODAK.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Paige Miller <paigem@KODAK.COM>
Organization: Eastman Kodak Company
Subject:      Re: Constrained Nonlinear Optimization ?
Content-Type: text/plain; charset=us-ascii

"Tirthankar C.P" wrote:

> Is it possible to do constrained nonlinear optimization in SAS ?
>
> What I mean is, can I evaluate functions of the form,
>
>                         min f(x) ,
>
>                 s.t   G(x) <= 0
>
>                 where x is an n-D vector. And G is a set of constraints,
> linear or nonlinear.

See PROC NLP under SAS/OR. If you don't have SAS/OR on your license,
then similar features are in SAS/IML (SAS 6.08 and above), although you
will have to write IML code to use it.

--
Paige Miller
Eastman Kodak Company
paigem@kodak.com
"It's nothing until I call it!" -- Bill Klem, NL Umpire