Please, how to make the first two decision variables unrestricted in sign variables?     ... View more

Looks like the code got mangled in the cut and paste.  I get other errors like this one:      ERROR: DO expression not given value. Can you please try attaching the code as a file instead? ... View more

Sometimes in constrained optimization there is no solution inside the feasible region.  A canonical example is when you try to optimize the function f(x)=1/x subject to the contraint that x>0.   For your problem, I suspect that the variable K is trying to get close to L. You can watch the progress by printing the iteration history. The documentation describes how to print the iteration history and how to increase the iterations: Control printing: SAS/IML(R) 13.1 User's Guide Control stopping criterion: SAS/IML(R) 13.1 User's Guide ... View more