The OPTQP Procedure

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

You can specify the problem input data in one SAS data set that uses a quadratic programming system (QPS) format. For details about the QPS-format data specification, see Chapter 15: The MPS-Format SAS Data Set. For more details about the OPTQP procedure, see Chapter 12: The OPTQP Procedure.