In my problem, I have two non linear constrains ; one of them in is arl1 <= 4 and the other one arl0 >= 500 and this is my problem because when I wrote these constraints using proc iml, the SAS considers them as equality constraints and I get an arl0 value=500, so how can I write this constraint in SAS so that it is considered as a greater than constraint? please note that I set optn=2;optn=0;
However, you need to debug your function before you can optimize it. It looks to me like the 'n' in sqrt(n) is not defined. Also, you are dividing by x, so you need to introduce the constraint that x1>0.