Constraints :: SAS/OR(R) 12.3 User's Guide: Mathematical Programming Examples

The following constraints are used in this example:

bounds on variables
for $j \in \text {VARS0}$ ,

$\Variable{Alpha[j]} = \Argument{a[j]} \cdot \Variable{Scale[j]}$
for $\text {point} \in \text {FEAS\_ POINTS}$ ,

$\sum _{j \in \text {VARS}} \Variable{Alpha[j]} \cdot \Argument{x\_ feas[point,j]} \le \Variable{Alpha[0]}$
for $\text {point} \in \text {INFEAS\_ POINTS}$ ,

$\sum _{j \in \text {VARS}} \Variable{Alpha[j]} \cdot \Argument{x\_ infeas[point,j]} \ge \Variable{Alpha[0]} + 1$