XXXX@XXXXX.COM wrote (in part):
PROC NLP can handle this easily. However, you can have lots of issues with
convergence, the number of iterations, and the time involved. With this
many variables, I would recommend that you input your own derivatives.
You can use several different statements to do this (including GRADIENT,
JACOBIAN and HESSIAN depending on your own preferences), but providing
your own derivative information saves a huge amount of time on each
iteration (since the system doesn't have to go through all the finite
approximations of the derivatives), and also increases precision (since your
derivatives will be more accurate than the finite difference
I see that TopKatz has already given a much better answer to your second
question than I had. I'll just add that totally different questions are
handled better in SAS-L if you ask them in separate messages.
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