Introduction to Optimization

The OPTMODEL procedure, a general-purpose optimization modeling language, can also be used for concisely modeling nonlinear programming (NLP) problems. Within OPTMODEL you can declare a nonlinear optimization model, pass it directly to various solvers, and review the solver result. For more details, see Chapter 10: The OPTMODEL Procedure.

You can solve many different types of NLP problems by using the nonlinear solver functionality of PROC OPTMODEL. The NLP solver implements two primal-dual based algorithms—interior point trust region line search and active-set trust region linear search—for finding a local minimum. For more information about the nonlinear programming solver, see Chapter 16: The Nonlinear Programming Solver.