SAS中要用到NLP命令做优化,如:
Proc NLP;
minquad H, G, 0;
array H=...;
array G=...;
...(其余省略);
run;
我已经在proc IML中产生了矩阵G和H
proc iml;
use tab2;
read all;
I = t(y);
R = t(x1||x2||x3);
G = -2*I*t(R);
H = 2*R*t(R);
quit;
但怎样才能把G, H用到NLP里面呢?
如何做转换呀?
谢谢指点