Getting Started Example (qpsol0)
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/* */
/* S A S S A M P L E L I B R A R Y */
/* */
/* NAME: qpsol0 */
/* TITLE: Getting Started Example (qpsol0) */
/* PRODUCT: OR */
/* SYSTEM: ALL */
/* KEYS: OR */
/* PROCS: OPTMODEL */
/* DATA: */
/* */
/* SUPPORT: UPDATE: */
/* REF: */
/* MISC: Example from the Getting Started section of the */
/* Quadratic Programming Solver chapter of */
/* Mathematical Programming. */
/* */
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/* getting started */
proc optmodel;
var x1 >= 0; /* declare nonnegative variable x1 */
var x2 >= 0; /* declare nonnegative variable x2 */
/* objective: quadratic function f(x1, x2) */
minimize f =
/* the linear objective function coefficients */
2 * x1 + 3 * x2 +
/* quadratic <x, Qx> */
x1 * x1 + 2.5 * x1 * x2 + 10 * x2 * x2;
/* subject to the following constraints */
con r1: x1 - x2 <= 1;
con r2: x1 + 2 * x2 >= 100;
/* specify iterative interior point algorithm (QP)
* in the SOLVE statement */
solve with qp;
/* print the optimal solution */
print x1 x2;
save qps qpsdata;
quit;