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

Migrating from PROC NLP to Proc Optmodel

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New Contributor
Posts: 2

Migrating from PROC NLP to Proc Optmodel

I have a non-linear optimization problem to solve. Specifically, I want to find scale and shape paramters that maximize the log likelihood for Weibull distribution for interval-censored time to failure/replacement observations. I have a piece of code using PROC NLP that solves this problem. The dataset containing the time to failure data has lifetime data for various components. Weibull distribution is to be fit at the component level. Hence Proc NLP uses a By statement. We have something like this:
PROC NLP DATA=<>;
BY COMPONENT;
.......

What is the equivalent construct for BY statement in PROC OPTMODEL?

Thanks a lot in advance
SAS Employee
Posts: 32

Re: Migrating from PROC NLP to Proc Optmodel

Hello,

There is a SAS Note that might be helpful for you:

http://support.sas.com/kb/42/332.html

Philipp
New Contributor
Posts: 2

Re: Migrating from PROC NLP to Proc Optmodel

Thank you Phillip for helping me out
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