OBJ Statement (Experimental) |
The OBJ statement enables you to set upper and lower bounds on the value of an objective function that is specified in the Constraint data set. You can also use the OBJ statement to specify the tolerance used for finding a locally optimal objective value.
If upper and lower bounds for the objective value are not specified, the CLP procedure tries to derive bounds from the domains of the variables that appear in the objective function. The procedure terminates with an error message if the objective is unbounded.
The following options can appear in the OBJ statement:
For more information about using an objective function, see the section Objective Function.