I think I understand what the issue is now. SUMM is getting treated as a third decision variable in the optimization since f  = 0.5 * (y1 * y1 + y2 * y2)+&SUMM; This works only if I declare x = {-1.2 1 1} i.e. provide the starting point for the third decision variable (SUMM) as well. However, in my actual problem, I will only define f = &SUMM since SUMM is the result of the objective function (like squared errors) for a specific value of x1 and x2. f will not contain any references to x1 or x2. Doing this throws an error after the line x = {-1.2 1} that "Undeclared array referenced: x" Is it possible to call the optimizing function with f defined in this way??? Any help on this would be appreciated. Thank you. Ravi ... View more

Hi PGStats, Thanks a lot for your reply. I am trying to use the quasi Newton optimization approach in PROC IML and trying to use submit/endsubmit to define the objective function. However, I am having difficulty passing the values generated within submit/endsubmit outside of it.I have give an example code below: In this code, SUMM calculated using PROC SQL is added to the objective function (this just for a demo only). This code throws an error "Apparent Symbolic Reference SUMM not resolved". Can someone help me with how to get the value of SUMM work outside submit/endsubmit?? Also, this procedure seems exteremely slow (since my calculation of objective functin contains several data steps and a few do loops). Is there an alternative way to perform similar optimization more efficiently?? proc iml;   start F_ROSEN(x);    submit;     data test;      input x;      datalines;      1.2      0.3      10       7      2.9     ;     run;    PROC SQL NOPRINT;       SELECT SUM(x) into :SUMM       FROM test;    QUIT; endsubmit;       y1 = 10 * (x[2] - x[1] * x[1]);       y2 =  1 - x[1];       f  = 0.5 * (y1 * y1 + y2 * y2)+&SUMM;       return(f);    finish F_ROSEN;    x = {-1.2 1};    optn = {0 2 . 2};    call nlpqn(rc,xr,"F_ROSEN",x,optn); quit; Thank you. Ravi ... View more

Specifically, if I have a macro that contains the following data steps that calculates the objective function, is it possible to use them with in either PROC IML or OPTMODEL (I am new to both). Any help would be appreciated. Thank you. /*create some test data*/ DATA test (drop=i);   input X Y Z;   do i=1 to 2000;     output;   end; cards; 1 10 0 2 20 0 3 30 0 4 40 0 5 50 0 ; data _null_; if 0 then set test nobs=nobs; CALL SYMPUT('NUMREC',nobs);      /*** put # of records into NUMREC macro var ***/ stop;                            /*** stop, got number of records ***/ run; /* now read values of x and y into arrays, and then    reread test and do calculations*/ data want (drop=_:);     array _xval(&numrec); /* create two arrays with same number of                                         elements as there are records in test                                     */     array _yval(&numrec);     i=0;     do until (eof1);      /* load the array with x and y values */       set test end=eof1;       i+1;       _xval(i)=x;       _yval(i)=y;     end;     _rec=-1;     do until (eof2);      /* read in each record separately */       set test end=eof2;       _rec+1;       z=0;       do _i=1 to _rec;         z+_xval(_i)*_yval(&numrec-_rec+_i);       end;       output;     end; run; The above data steps are discussed in : https://communities.sas.com/message/109827#109827 Ravi ... View more

Specifically, if I have a macro that contains the following data steps that calculates the objective function, is it possible to use them with in either PROC IML or OPTMODEL (I am new to both). Any help would be appreciated. Thank you. /*create some test data*/ DATA test (drop=i);   input X Y Z;   do i=1 to 2000;     output;   end; cards; 1 10 0 2 20 0 3 30 0 4 40 0 5 50 0 ; data _null_; if 0 then set test nobs=nobs; CALL SYMPUT('NUMREC',nobs);      /*** put # of records into NUMREC macro var ***/ stop;                            /*** stop, got number of records ***/ run; /* now read values of x and y into arrays, and then    reread test and do calculations*/ data want (drop=_:);     array _xval(&numrec); /* create two arrays with same number of                                         elements as there are records in test                                     */     array _yval(&numrec);     i=0;     do until (eof1);      /* load the array with x and y values */       set test end=eof1;       i+1;       _xval(i)=x;       _yval(i)=y;     end;     _rec=-1;     do until (eof2);      /* read in each record separately */       set test end=eof2;       _rec+1;       z=0;       do _i=1 to _rec;         z+_xval(_i)*_yval(&numrec-_rec+_i);       end;       output;     end; run; Ravi ... View more

I have posted the C function defined below and the corresponding SAS code. Thank you. /* foolib.c */ #include <windows.h> BOOL APIENTRY DllMain( HANDLE hModule, DWORD ul_reason_for_call, LPVOID lpReserved ) { return TRUE; } double __stdcall square(double d) { return d*d; } *****************************************************************************************; /* foolib.def */ LIBRARY FooLib DESCRIPTION 'Sample Library Function' EXETYPE WINDOWS EXPORTS square FILENAME SASCBTBL "work.temp.attrfile.source"; /* PC */ /* FILENAME SASCBTBL "sascbtbl.dat"; */ /* Unix */ DATA _NULL_; FILE SASCBTBL; INPUT; PUT _INFILE_; CARDS4; ROUTINE square MINARG = 1 MAXARG = 1 STACKPOP = CALLED MODULE = foolib RETURNS = DOUBLE; ARG 1 NUM BYVALUE FORMAT=RB8.; ;;;; RUN; DATA _NULL_; InNum = 2; OutNum = MODULEN('*E', 'square', InNum); PUT "******************************"; PUT " The input is: " InNum; Put "The square of the input is: " OutNum; PUT "******************************"; RUN; QUIT; ... View more

FriedEgg, Both the attribute table definition and the C function have been taken out of the same paper. They are in pages 4 and 6 respectively. Could you please elaborate on your statement??  Thank you. ... View more