The NLP Procedure |
The MINQUAD and MAXQUAD statements specify the matrix , vector
,
and scalar
that define a quadratic objective function.
The MINQUAD statement is for minimizing the objective function and the
MAXQUAD statement is for maximizing the objective function.
The rows and columns in and
correspond
to the order of decision variables given in the DECVAR statement.
Specifying the objective function with a MINQUAD or MAXQUAD
statement indirectly defines the analytic derivatives for
the objective function.
Therefore, statements specifying
derivatives are not valid in these cases.
Also, only use these statements when TECH=LICOMP
or TECH=QUADAS and no nonlinear constraints are imposed.
There are three ways of using the MINQUAD or MAXQUAD statement:
proc nlp pall; array h[2,2] .4 0 0 4; minquad h, -100; decvar x1 x2 = -1; bounds 2 <= x1 <= 50, -50 <= x2 <= 50; lincon 10 <= 10 * x1 - x2; run;
proc nlp pall; minquad h, -100; decvar x1 x2; bounds 2 <= x1 <= 50, -50 <= x2 <= 50; lincon 10 <= 10 * x1 - x2; h1 = .4; h4 = 4; run;
proc nlp all; matrix h[1,1] = .4 4; minquad h, -100; decvar x1 x2 = -1; bounds 2 <= x1 <= 50; -50 <= x2 <= 50; lincon 10 <= 10 * x1 - x2; run;
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