PROC NLP: LINCON Statement :: SAS/OR(R) 9.2 User's Guide: Mathematical Programming

The NLP Procedure

LINCON Statement

LINCON l_con [ , l_con ... ] ;

where l_con is given in one of the following formats:

and linear_term is of the following form:

$\lt+|-\gt \lt {\rm number *} \gt {\rm variable} \lt+|- \lt {\rm number *} \gt {\rm variable} ... \gt$

The value of operator can be one of the following: $\leq, \lt, \geq, \gt,$ or

.

The LINCON statement specifies equality or inequality constraints

$\sum_{j=1}^n a_{ij} x_j \: \{\le | = | \ge\} \: b_i {\rm for} \; i=1, ... ,m$

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;