使用的是proc nlp;主要语句如下
proc nlp;
minquad H,G,0.0537795;
matrix H= .0522163
.042331 .0572215
.0467177 .0556906 .0573975
.0522872 .0548651 .0577528 .063082
.0526856 .056509 .0594199 .0625569 .0680692;
matrix G= -0.0931882 -0.1074528 -0.1097956 -0.1136187 -0.1163501;
parms w1-w5;
bounds 0.<=w1<=1,0.<=w2<=1,0.<=w3<=1,0.<=w4<=1,0.<=w5<=1;
lincon w1+w2+w3+w4+w5=1.;
run;
3# nkwilling