If you want to employ the additional functionality available via a user-supplied exit, you must write your own exit.
After you create an exit, you must compile, link, and copy the exit to the bin directory in which Optim is installed, before you can sign it. The same is true when you modify an exit. If a signed exit does not exist, you cannot use Optim. For more information about creating a user-supplied exit, see the Optim Initialization Exit Programmer's Guide.