02-25-2016 02:30 PM
It looks that the objective function used in nonlinear optimization routines can only have one input vector. However, what if I need to pass some other parameters to the objective function. For example, I want to minimize the sum of square of difference between a function value and a target value, and the target value is user defined. Let me use a simple case, suppose x is a 3*1 vector I want to find to minimize the following funciton.
z=(x-y)**2 + (x-y)**3 + (x-y)**2, where y is the vector of target specified by users. Therefore, it is better not hard coded in the objective function.
Ideally, the objective function should have two arguments, x and y;
z=(x-y)**2 + (x-y)**3 + (x-y)**2;
The reason I cannot put x and y together as a single vector is that I only need to search for x, for a given y. In MATLAB, all the optimization routines allow passing extra arguements to the objective function. I am not sure if I can do similar things in SAS.
Thanks a bunch.
02-25-2016 02:34 PM - edited 02-25-2016 02:35 PM
02-25-2016 02:39 PM
I am reading your article, once I found there is a similar question posted earlier on the forum. Here is a quick related question. If I have mutiple extra arguments, which are difficult to be written as a single matrix, how should I write the global clause? Should it be like
or global (y1) global (y2) .... ?
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