If, by "over 100 decision variables and over 100 constrains" you mean "on
the order of" 100 variables / constraints, then you probably will be able
to run a PROC NLP model to convergence. But, as you're no doubt aware,
nonlinear programming is delicate and can be tied up by even a handful of
complex constraints. Conjugate gradient is typically the fastest
implementation of the many different optimization techniques available in
PROC NLP (although, for quadratic problems some of the strictly quadratic
techniques may prevail) But even if you can't get convergence with
conjugate gradient, you might have better luck with another method.
About E-Miner: There are several ways to use EM. If, by "refresh the
results based on the updated data" you mean that you want to use the same
tree model, but with new values of the variables, then you can use the
score node to generate code to do this. The score node code consists of a
data step with some formats, and you can run it like any SAS program you
write, which also means that you can stick it into an existing SAS
program, e.g., the program that produces the updated data. If you
actually wish to regenerate the entire model, but you're satisfied with
the modeling process, you should be able to create a model diagram that
you can run from start to finish, including scoring. You can even put
your auxiliary code (such as data set creation) into one or more SAS code
nodes. What I have not seen done (although I wouldn't swear that it
couldn't be done) is to take the SAS code equivalent of this entire model
diagram flow and produce a model automatically that way.
-- TMK --
"The Macro Klutz"
On Mon, 26 Sep 2005 02:33:18 -0700, haryshen@GMAIL.COM wrote:
>Is there anyone who are familiar with Proc NLP in SAS/OR? I have over
>100 decision variables and over 100 constrains, is Proc NLP powerful
>enough to have the ability to find the solution?
>Another question is about SAS/EM. We all know EM is used in interactive
>mode. Assuming we have already decided used EM/Tree to do the task, and
>we only want automatically refresh the results based on the updated
>data. I means I want to use SAS/EM in a programming mode(I want
>integrate EM part work with other sas programs). Is that possible?