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Is there the infinite constant in IML as in Matlab?

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Contributor
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Is there the infinite constant in IML as in Matlab?

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?

SAS Super FREQ
Posts: 3,630

Re: Is there the infinite constant in IML as in Matlab?

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.

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