GRG Non linear Algorithm

[pareshb]

Hi,

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

Thanks.

[RobPratt]

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_sy...

[rogerjdeangelis]

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.

[rogerjdeangelis]

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.