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!
Registration is open! SAS is returning to Vegas for an AI and analytics experience like no other! Whether you're an executive, manager, end user or SAS partner, SAS Innovate is designed for everyone on your team. Register for just $495 by 12/31/2023.
If you are interested in speaking, there is still time to submit a session idea. More details are posted on the website.
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.