10-21-2016 03:09 PM - edited 10-21-2016 03:10 PM
No, the GRG algorithm is not implemented. For nonlinear optimization in PROC OPTMODEL, you can select interior point (the default), active-set, or concurrent:
10-27-2016 01:47 PM
I am sticking my neck out here, because I am not familiar with GRG, but I suspect R and Pyhton have packages
If you have IML Studio you should have an interface to R.
10-27-2016 01:50 PM