No, the GRG algorithm is not implemented. For nonlinear optimization in PROC OPTMODEL, you can select interior point (the default), active-set, or concurrent:
If you have IML Studio you should have an interface to R.
2025 SAS Hackathon: There is still time!
Good news: We've extended SAS Hackathon registration until Sept. 12, so you still have time to be part of our biggest event yet – our five-year anniversary!