Download The OPTLSO Procedure

46 F Chapter 3: The OPTLSO Procedure
Output 3.1.1 continued
Solution Summary
Solution Status
Function convergence
Objective
-15.00099275
Infeasibility
0.0009927519
Iterations
32
Evaluations
3956
Cached Evaluations 356
Global Searches
1
Population Size
160
Seed
1
Obs _sol_ _id_
_value_
1
0 _obj_ -15.0010
2
0 _inf_
0.0010
3
0 x1
1.0000
4
0 x2
1.0000
5
0 x3
1.0000
6
0 x4
1.0000
7
0 x5
1.0000
8
0 x6
1.0000
9
0 x7
1.0000
10
0 x8
1.0000
11
0 x9
1.0000
12
0 x10
3.0000
13
0 x11
3.0000
14
0 x12
3.0010
15
0 x13
1.0000
16
0 f
-15.0010
Example 3.2: Using MPS Format
In this example, the linear component of the same problem definition as in Example 3.1 is described by using
the OPTMODEL procedure and is saved as an MPS data set. The quadratic objective is then defined by using
the FCMP function QUADOBJ.
Because PROC OPTMODEL outputs an MPS data set that uses array notation, you can use the following
macro definition to strip brackets from the resulting data set:
%macro lsompsmod(setold,setnew);
data &setnew(drop=i);
set &setold;
array FC{*} _CHARACTER_;
do i=1 to dim(FC);
FC[i] = compress(FC[i], "[]");
end;
run;
%mend;