Proc NLP with linear constraints not finding initial solution

[mathmannix]

Hello,

I am trying to run PROC NLP with linear constraints. When I add a new lincon that I need:

...
 n8 + n9 + n10 + n11 + n12 + n13 + n14 + n15 = 300,
...

I get this:

WARNING : Failure computing feasible point. You may need to increase the value 1E-8 of the LCEPS=option.

and it produces no results.

Why is this happening? How can I fix it?

Thanks!

[ballardw]

What did you change the LCEPS option to?

[mathmannix]

I haven't used that option (so whatever the default is)

[mathmannix]

I tried making it 1E-4 instead of default 1E-8 and it produced the same [lack of] results and warning. Using 1E-2 makes the system freeze.

[RobPratt · Accepted solution]

Please note that PROC NLP is a legacy procedure that, as of SAS/OR 14.2 on SAS 9.4M4, is no longer even documented.  PROC OPTMODEL is recommended instead.