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Lida
Obsidian | Level 7

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!

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Lida
Obsidian | Level 7

Thank you Rob for the confirmation. Much appreciated!

 

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RobPratt
SAS Super FREQ

Yes, the resulting solution should be globally optimal in this case.

Lida
Obsidian | Level 7

Thank you Rob for the confirmation. Much appreciated!

 

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