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