Operations Research topics: SAS/OR,
SAS Optimization, and SAS Simulation Studio

GRG Non linear Algorithm

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Occasional Learner
Posts: 1

GRG Non linear Algorithm

Hi,

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

Thanks.

SAS Employee
Posts: 449

Re: GRG Non linear Algorithm

[ Edited ]

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...

Valued Guide
Posts: 505

Re: GRG Non linear Algorithm

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.

Valued Guide
Posts: 505

Re: GRG Non linear Algorithm

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.
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