topic Re: Is there the infinite constant in IML as in Matlab? in SAS/IML Software and Matrix Computations https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Is-there-the-infinite-constant-in-IML-as-in-Matlab/m-p/208124#M2170 <HTML><HEAD></HEAD><BODY><P>Short answer, no.</P><P></P><P>Longer answer, I've seen people have IF-THEN statements that result in 1e6 (or -1e6) when "something bad" happens, but the mathematically preferred approach is to define constraints that prevent the algorithm from trying to evaluate the function outside of its domain.&nbsp; SAS/IML supports defining matrices for linear constraints or defining general functions for more complicated constraints. Here is <A href="http://support.sas.com/documentation/cdl/en/imlug/68150/HTML/default/viewer.htm#imlug_nonlinearoptexpls_sect015.htm">the portion of the doc that deals with defining constraints.</A></P></BODY></HTML> Wed, 22 Jul 2015 09:49:04 GMT Rick_SAS 2015-07-22T09:49:04Z Is there the infinite constant in IML as in Matlab? https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Is-there-the-infinite-constant-in-IML-as-in-Matlab/m-p/208123#M2169 <HTML><HEAD></HEAD><BODY><P>In nlp optimization, when trival errors occurs, objective function can be evaluated as infinite to get around the error. Is there the infinite constant in IML?</P></BODY></HTML> Wed, 22 Jul 2015 01:53:21 GMT https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Is-there-the-infinite-constant-in-IML-as-in-Matlab/m-p/208123#M2169 ShufeGuoding 2015-07-22T01:53:21Z Re: Is there the infinite constant in IML as in Matlab? https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Is-there-the-infinite-constant-in-IML-as-in-Matlab/m-p/208124#M2170 <HTML><HEAD></HEAD><BODY><P>Short answer, no.</P><P></P><P>Longer answer, I've seen people have IF-THEN statements that result in 1e6 (or -1e6) when "something bad" happens, but the mathematically preferred approach is to define constraints that prevent the algorithm from trying to evaluate the function outside of its domain.&nbsp; SAS/IML supports defining matrices for linear constraints or defining general functions for more complicated constraints. Here is <A href="http://support.sas.com/documentation/cdl/en/imlug/68150/HTML/default/viewer.htm#imlug_nonlinearoptexpls_sect015.htm">the portion of the doc that deals with defining constraints.</A></P></BODY></HTML> Wed, 22 Jul 2015 09:49:04 GMT https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Is-there-the-infinite-constant-in-IML-as-in-Matlab/m-p/208124#M2170 Rick_SAS 2015-07-22T09:49:04Z