topic NLP using IML in SAS/IML Software and Matrix Computations

NLP using IML

model_coder — Thu, 22 Oct 2009 20:54:56 GMT

We are trying to solve NLE using NLPTR subroutine in IML. We have set the following control parameters:

par = j(1,10,.); par[8]=8; par[2]=.00001; par[7] = 0.0000001;

We are getting a very large step size in the very first iteration that ends up hitting upper bound constraint. The optimization quits as it hits the upper constaint. Is there any other way of controlling the step size? I quickly wrote the same code in matlab and verified that the solution does in fact falls between the two constraints that I have specified.

Thanks for any help.

NLP using IML

heba2000 — Fri, 06 Jan 2012 21:15:00 GMT

I face the same problem in my model and I wonder if you found a solution for this problem or not

Thanks for your help

NLP using IML

Rick_SAS — Fri, 06 Jan 2012 23:25:21 GMT

Without additional details, it will be hard to help. Have you tried a different initial condition? The initial step is determined by the initial guess.

NLP using IML

heba2000 — Wed, 11 Jan 2012 20:31:05 GMT

i already deleted the part I needed it for thanks