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07-21-2015 09:53 PM

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?

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Posted in reply to ShufeGuoding

07-22-2015 05:49 AM

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.