Sample program # 40592 shows how to use QUAD in DATA or PROC steps via PROC FCMP.

I would like to use it in defining an objective function for an optimization. I am concerned that requiring each evaluation of my objective function to re-initiate PROC IML will cause scalablity problems for my optimization.

Are there any plans to make something like QUAD available directly to the rest of SAS without constant re-initiation of IML?