帮忙看一下这个程序 Proc optmodel 求解非线性规划

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

I once tried "solve with QP", but the calculated result is wrong. (I use matlab fmincon to solve the same problem, the optimal ojs is zero. The matlab result is much more convincing, and I believe the result given by matlab is correct).  However, when I tried "solve;" in my code, the SAS just can not solve it. In the note, it indicated that The SAS System stopped processing this step because of errors. Can someone help me check my code? Thanks so much. My version is SAS 9.2.

---------------------------------------------------

data data_read;
input x1 x2 y1 dmu_id;
datalines;
20.22 1 85 1
95.51 1 25 2
1662.98 5 22 3
;
/*---------solve QP--------*/
proc optmodel printlevel=0;
set x_num=1..2;    * set dimension of X ;
set y_num=1..1;
set <num>DMU_ID;
num X{DMU_ID,x_num};
num Y{DMU_ID,y_num};
read data data_read into DMU_ID=[dmu_id]
{r in x_num}<X[dmu_id,r]=col("x"||r)>
{s in y_num}<Y[dmu_id,s]=col("y"||s)>;
var epi{DMU_ID}>=0;
var alpha{DMU_ID};
var beta{DMU_ID,x_num}>=0;
num epi_sol{DMU_ID};
num alpha_sol{DMU_ID};
num beta_sol{DMU_ID,x_num};
min obj=sum{q in DMU_ID}epi[q]**2;
con regression{q in DMU_ID,s in y_num}:Y[q,s]=alpha[q]-epi[q]+sum{r in x_num}X[q,r]*beta[q,r];
con concave{q in DMU_ID,h in DMU_ID}:alpha[q]+sum{r in x_num}X[q,r]*beta[q,r]<=alpha[h]+sum{r in x_num}X[q,r]*beta[h,r];
solve;
for{q in DMU_ID}epi_sol[q]=epi[q].sol;
for{q in DMU_ID}alpha_sol[q]=alpha[q].sol;
for{q in DMU_ID,r in x_num}beta_sol[q,r]=beta[q,r].sol;
create data epi_sol from [dmu_id]epi_sol;
create data alpha_sol from [dmu_id]alpha_sol;
create data beta_sol from [dmu_id x_num]beta_sol;
quit;
run;

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：OPTMODEL model 非线性规划 线性规划 mode 程序