Unfortunately, there's only so much help we can provide without being able to see (and execute) your code. If you're worried about sharing the code in this public forum, there are ways through SAS Technical Support where the code can be shared in a more private way that would allow us to provide more support.   In any case, I'm wondering if you've tried executing your objfunRA10 FCMP function outside of PROC OPTLSO. If you're not aware, you can execute any FCMP function with a simple data step. You just need to provide values for the function's arguments and then call the function. This would allow us to know if the function you have specified as the objective for PROC OPTLSO is actually working as intended. You can see an example of how to execute a FCMP function from data step here:    https://go.documentation.sas.com/?cdcId=pgmsascdc&cdcVersion=9.4_3.5&docsetId=proc&docsetTarget=n05uh9btv63kfkn11o7kml5tnhji.htm&locale=en   --Steve ... View more

Hello Andrew,   As for your first question, the FCMP warning messages definitely seem suspicious. I'm not a FCMP expert but it seems as if there are many different instances of the 'objfunRA' function in multiple packages (GA5, GA10, GA30). Also, the fact that they code is warning you about the 'objfunRA' function makes me worried that it's actually looking for that function and not the 'objfunRA10' function that you state is your desired choice. In the 'objdata' data set, are you specifying 'objfunRA' or 'objfunRA10' as your objective function? Obviously, if you could share all the code it would be much easier to see the full picture of what's happening.   And as far as your second question goes, it is definitely strange that you are seeing no output from OPTLSO. I wonder if the confusion about which FCMP objective function to use is preventing OPTLSO from doing any optimization. If we can resolve the FCMP function warnings, I suspect that the OPTLSO behavior might change.   And while I have your attention, I'd like to point out that you can also access the same derivative-free (blackbox) solver from PROC OPTMODEL by using the 'solve with blackbox' solver option. PROC OPTMODEL provides an easier-to-use and more intuitive interface for defining your optimization problem. You can learn more about OPTMODEL here:    https://go.documentation.sas.com/?cdcId=pgmsascdc&cdcVersion=9.4_3.5&docsetId=casmopt&docsetTarget=casmopt_lsosolver_toc.htm&locale=en   Thanks!   --Steve  ... View more

There are some strategies that might help find feasible solutions in this case. It would be much easier to know which strategies might help if I could see your code and understand exactly what type of problem you're trying to solve. Is there any way you could share your code?    In any case, the black-box solver should always attempt to find feasible solutions before trying to improve the objective value. It seems as if it was never able to find any feasible solutions in your case. But again, it's hard to really know what's going on without more specific information about your setup. ... View more