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Analytics | Programming Tips
Rick Wicklin 1
Quadratic optimization in SAS

At SAS Global Forum last week, I saw a poster that used SAS/IML to optimized a quadratic objective function that arises in financial portfolio management (Xia, Eberhardt, and Kastin, 2017). The authors used the Newton-Raphson optimizer (NLPNRA routine) in SAS/IML to optimize a hypothetical portfolio of assets. The Newton-Raphson algorithm

Rick Wicklin 3
Hello, World!

When programmers begin learning a new computer language, the first program they write is often one that prints the text “Hello, World!” Successfully writing a Hello World program assures the programmer that the software is successfully installed and that all necessary features are working: parsers, compilers, linkers, and so on.

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