BookmarkSubscribeRSS Feed
pareshb
Calcite | Level 5

Hi,

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

Thanks.

3 REPLIES 3
RobPratt
SAS Super FREQ

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
Barite | Level 11

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
Barite | Level 11
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.

hackathon24-white-horiz.png

The 2025 SAS Hackathon Kicks Off on June 11!

Watch the live Hackathon Kickoff to get all the essential information about the SAS Hackathon—including how to join, how to participate, and expert tips for success.

YouTube LinkedIn

Discussion stats
  • 3 replies
  • 2847 views
  • 0 likes
  • 3 in conversation