I define 4 numeric variables: a, b, c, d and want to calculate the minimal value of objective function, and meet a problem.
When interating, the a variable named flag is based on variable a, b : flag=max(a,b), and the flag variable is also involved in the objective function, for example:
min f= X + a*Y * flag - ........;
that means the flag variable value and the objective function will change during each interation. So how to define them in proc optmodel.
I answer it by myself.
Use PROC FCMP to create some functions to solve it, the mechanism of SAS is a little different with that of MATLAB.
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