topic GRG Non linear Algorithm in Mathematical Optimization, Discrete-Event Simulation, and OR

GRG Non linear Algorithm

pareshb — Fri, 21 Oct 2016 11:30:10 GMT

Hi,

Can I specify the use of GRG Non linear Algorithm in Proc OPTMODEL like we do in Excel.

Thanks.

Re: GRG Non linear Algorithm

RobPratt — Fri, 21 Oct 2016 19:10:35 GMT

No, the GRG algorithm is not implemented. For nonlinear optimization in PROC OPTMODEL, you can select interior point (the default), active-set, or concurrent:

http://support.sas.com/documentation/cdl/en/ormpug/68156/HTML/default/viewer.htm#ormpug_nlpsolver_syntax02.htm

Re: GRG Non linear Algorithm

rogerjdeangelis — Thu, 27 Oct 2016 17:47:55 GMT

I am sticking my neck out here, because I am not familiar with GRG, but I suspect R and Pyhton have packages

http://stackoverflow.com/questions/15175869/generalized-reduced-gradient-grg2-algorithm-in-r

If you have IML Studio you should have an interface to R.

Re: GRG Non linear Algorithm

rogerjdeangelis — Thu, 27 Oct 2016 17:50:51 GMT

I am sticking my neck out here, because I am not familiar with GRG, but I suspect R and Pyhton have packages

http://stackoverflow.com/questions/15175869/generalized-reduced-gradient-grg2-algorithm-in-r

If you have IML Studio you should have an interface to R.