I want to solve a optimization problem where my objective function includes call of a user defined function. Since SAS do not allow us to create a user-defined function I have to use a macro to use it as if it is a function.
I am stating my problem mathematically below:
var x, y;
min z =x**2-x-2*y-x*y+y**2+function(x,y);
print x y;
Above function is very simple but it is analogous to my function which is very complicated.
So how should I do this kind of optimization in SAS using proc optmodel.
Thanks in advance for your support.
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