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.
Eastman Kodak Company
"It's nothing until I call it!" -- Bill Klem, NL Umpire