Is there the infinite constant in IML as in Matlab?

[ShufeGuoding]

In nlp optimization, when trival errors occurs, objective function can be evaluated as infinite to get around the error. Is there the infinite constant in IML?

[Rick_SAS]

Short answer, no.

Longer answer, I've seen people have IF-THEN statements that result in 1e6 (or -1e6) when "something bad" happens, but the mathematically preferred approach is to define constraints that prevent the algorithm from trying to evaluate the function outside of its domain.  SAS/IML supports defining matrices for linear constraints or defining general functions for more complicated constraints. Here is the portion of the doc that deals with defining constraints.