FRONTIER Procedure

You can specify the following options in the PROC FRONTIER statement.

DATA=libref.data-table

names the input data table for PROC FRONTIER to use. libref.data-table is a two-level name, where

libref: refers to a collection of information that is defined in the LIBNAME statement and includes the library, which includes a path to the data, and a session identifier, which defaults to the active session but which can be explicitly defined in the LIBNAME statement. For more information about libref, see the section Using CAS Sessions and CAS Engine Librefs.
data-table: specifies the name of the input data table.

CORRB: prints the correlation matrix of the parameter estimates.
COVB: prints the covariance matrix of the parameter estimates.
ITPRINT: prints the initial parameter estimates, convergence criteria, and all constraints of the optimization. At each iteration, the objective function value, step size, maximum gradient, and slope of search direction are also printed.
NOPRINT: suppresses all printed output.
PRINTALL: requests all printing options.
PRINTINTERNALNAMES: prints the internal names that are assigned to parameters.

COVEST=HESSIAN | OP | QML

specifies the type of covariance matrix for the parameter estimates. You can specify the following values:

By default, COVEST=HESSIAN.

PROC FRONTIER uses the nonlinear optimization (NLO) subsystem to perform nonlinear optimization tasks. You can specify the following options:

MAXFUNC=i MAXFU=i: specifies the maximum number of function calls in the optimization process. By default, MAXFUNC=1000. The optimization can terminate only after completing a full iteration. Therefore, the number of function calls that are actually performed can exceed the number of calls that you specify in this option.
MAXITER=i MAXIT=i: specifies the maximum number of iterations in the optimization process. By default, MAXITER=200.
MAXTIME=r: specifies an upper limit of r seconds of CPU time for the optimization process. The default value is the largest floating-point double representation of your computer. The time that you specify in this option is checked only once at the end of each iteration. Therefore, the actual run time can be much longer than r. The actual run time includes the remaining time needed to finish the iteration and the time that is needed to generate the output of the results.

METHOD=value

specifies the iterative minimization method to use. You can specify the following values:

CONGRA: specifies the conjugate-gradient method.
DBLDOG: specifies the double-dogleg method.
NEWRAP: specifies the Newton-Raphson method.
NONE: specifies that no optimization be performed beyond using the ordinary least squares method to compute the parameter estimates.
NRRIDG: specifies the Newton-Raphson ridge method.
QUANEW: specifies the quasi-Newton method.
TRUREG: specifies the trust region method.

By default, METHOD=NEWRAP.

Last updated: July 09, 2026