Hello, I use proc optmodel to solve a QP problem using QP solver. I minimize the sum of squared differences between a current diet and an optimal diet given a set of linear constraints. My understanding is that I am dealing with a strictly convex objective function and the set of linear constraints is also a convex space. Does it mean that the global optimal solution is guaranteed providing that there is a solution or I can have set of local optimal? I am wondering what the community think about that? Any response is greatly appreciated! Thank you!
Yes, the resulting solution should be globally optimal in this case.
Thank you Rob for the confirmation. Much appreciated!
Don't miss out on SAS Innovate - Register now for the FREE Livestream!
Can't make it to Vegas? No problem! Watch our general sessions LIVE or on-demand starting April 17th. Hear from SAS execs, best-selling author Adam Grant, Hot Ones host Sean Evans, top tech journalist Kara Swisher, AI expert Cassie Kozyrkov, and the mind-blowing dance crew iLuminate! Plus, get access to over 20 breakout sessions.
Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.
Find more tutorials on the SAS Users YouTube channel.