LINCON Statement :: SAS/OR(R) 12.1 User's Guide: Mathematical Programming Legacy Procedures

LINCON l_con [ , l_con …] ;

where l_con is given in one of the following formats:

and linear_term is of the following form:

$<+|-> < \mr {number *} > \mr {variable} <+|- < \mr {number *} > \mr {variable} \ldots >$

The value of operator can be one of the following: $\leq , <, \geq , >,$ or .

The LINCON statement specifies equality or inequality constraints

$\sum _{j=1}^ n a_{ij} x_ j \: \{ \le | = | \ge \} \: b_ i \quad \mr {for} \; i=1,\ldots ,m$

separated by commas. For example, the constraint is expressed as

   decvar x1 x2;
   lincon 4 * x1 - 3 * x2 = 0;

and the constraints

$10x_1 - x_2 \geq 10$

$x_1 + 5x_2 \geq 15$

are expressed as

   decvar x1 x2;
   lincon 10 <= 10 * x1 - x2,
          x1 + 5 * x2 >= 15;