topic Re: Proc NLP with linear constraints not finding initial solution in Mathematical Optimization, Discrete-Event Simulation, and OR

Proc NLP with linear constraints not finding initial solution

mathmannix — Thu, 20 Sep 2018 14:58:16 GMT

Hello,

I am trying to run PROC NLP with linear constraints. When I add a new lincon that I need:

...
 n8 + n9 + n10 + n11 + n12 + n13 + n14 + n15 = 300,
...

I get this:

WARNING : Failure computing feasible point. You may need to increase the value 1E-8 of the LCEPS=option.

and it produces no results.

Why is this happening? How can I fix it?

Thanks!

Re: Proc NLP with linear constraints not finding initial solution

ballardw — Thu, 20 Sep 2018 18:03:40 GMT

What did you change the LCEPS option to?

Re: Proc NLP with linear constraints not finding initial solution

mathmannix — Thu, 20 Sep 2018 18:43:27 GMT

I haven't used that option (so whatever the default is)

Re: Proc NLP with linear constraints not finding initial solution

mathmannix — Thu, 20 Sep 2018 19:08:06 GMT

I tried making it 1E-4 instead of default 1E-8 and it produced the same [lack of] results and warning. Using 1E-2 makes the system freeze.

Re: Proc NLP with linear constraints not finding initial solution

RobPratt — Thu, 20 Sep 2018 19:13:55 GMT

Please note that PROC NLP is a legacy procedure that, as of SAS/OR 14.2 on SAS 9.4M4, is no longer even documented. PROC OPTMODEL is recommended instead.