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PROC OPTQP

The OPTQP procedure solves quadratic programs---problems with quadratic objective function and a collection of linear constraints, including general linear constraints along with lower and/or upper bounds on the decision variables.

You can specify the problem input data in one of two formats: QPS-format flat file or QPS-format SAS data set. For details on the QPS-format data specification, refer to Chapter 14, "The MPS-Format SAS Data Set." For more details on the OPTQP procedure, refer to Chapter 17, "The OPTQP Procedure."