Problem in NLPQN

ayaafarag — Fri, 17 Apr 2015 11:00:22 GMT

this my code and after I run it I got this error message:

ERROR: Overflow error in NLPQN.

operation : NLPQN at line 5279 column 1

operands : *LIT1222, k, optn, , , , , , *LIT1223

*LIT1222 1 row 1 col (character, size 3)

fun

k 1 row 2 cols (numeric)

0 0

optn 1 row 11 cols (numeric)

*LIT1223 1 row 1 col (character, size 3)

con

statement : CALL at line 5279 column 1

*****************************************

where l and g are vectors

the code is :

proc
iml;

start
fun(K) global

(l,e,g,p);

sumf=0;

do
i = 1to
p;

sumf
= sumf + (((e*l)+ ( k**2

* g**2 )) /(l+
k)**2);

end;

return
(sumf);

finish
fun;

start
con(k) global

(l,lg,e1,n,ny,p,g2,z,g);

c=j(5,1,0);

sumc1=0;

do
i = 1to
p;

sumc1
= sumc1 + (

(g2*l**2)

/(l+k)**2 );

end;

sumc3=0;

do
i = 1to
p;

sumc3
= sumc3 + (((e1*l)+ ( k**2

* g**2 )) /(l+
k)**2);

end;

sumc41=0;

do
i = 1to
n;

sumc41
= sumc41 +(

(ny-((z[i,1]*g[1]*l[1])/(la[1]+k[1]))-((z[i,2]*g[2]*l[2])/(l[2]+k[2]))

)**2 );

end;

sumc42=0;

do
i=1to
n;

sumc42=sumc42+(1-((z[i,1]**2)/(l[1]+k[1]))-((z[i,2]**2)/(l[2]+k[2]))

);

end;

sumc4=(n*sumc41)/(sumc42)**2;

c[1]=
lg-sumc1;

c[2]=k[1];

c[3]=k[2];

c[4]=3-sumc3;

c[5]=4-sumc4;

return
(c);

finish
con;

k=j(1,2,0);

optn=j(1,11,.);

optn[11]=0;

optn[10]=5;

call nlpqn (rc, kres, "fun", k, optn)
nlc="con";

topic Re: Problem in NLPQN in Mathematical Optimization, Discrete-Event Simulation, and OR

Problem in NLPQN

Re: Problem in NLPQN