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

Hi Steven :   Unfortunately I cannot present the code publicly.   We are working on linearization , seems to work ; we get solutions that are worth being discussed, albeit very wide bounds. We hope to get forward.   I ran the more or less toy examples that come with Blackbox. That worked.  I tried 3 real ones and in any case obtained "Failed" in all variants that I tried. I'm far from saying that my cases are the world but SAS publishing more advice on how to effectively use Blackbox  could be helpful. Rob Pratt recently remarked that some kind of automatic linearization would be coming soon (soon is my formulation). In the  1990s  SAS has written quite some procedures to attack or solve non-linear statistical problems that used an exact or approximate linearization to get  a.  feasible points   and/or   b.  good starting points  for non-linear iterations. It would be great if that strategy could be implemented for  Blackbox, too.   Odenwald . ... View more