Mathematical Optimization, Discrete-Event Simulation, and OR

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

It is just a matter of precision.  If you use the OUT= option in PROC NLP and copy the values from there, you will get closer:

 

z[1] = -8.654267573;
z[2] = -4.570463718;

 

The gradient is essentially zero at this point.