Details Examples (omod0e)
/***************************************************************/
/* */
/* S A S S A M P L E L I B R A R Y */
/* */
/* NAME: omod0e */
/* TITLE: Details Examples (omod0e) */
/* PRODUCT: OR */
/* SYSTEM: ALL */
/* KEYS: OR */
/* PROCS: OPTMODEL */
/* DATA: */
/* */
/* SUPPORT: UPDATE: */
/* REF: */
/* MISC: Examples from the Details section of the OPTMODEL */
/* chapter of Mathematical Programming. */
/* */
/***************************************************************/
/* Named Parameters */
data coeff;
input c_xx c_x c_y c_xy c_yy;
datalines;
1 -1 -2 -1 1
;
proc optmodel;
var x, y;
number c_xx, c_x, c_y, c_xy, c_yy;
read data coeff into c_xx c_x c_y c_xy c_yy;
min z=c_xx*x**2 + c_x*x + c_y*y + c_xy*x*y + c_yy*y**2;
solve;
/* Indexing */
proc optmodel;
number p{1..3};
p[1]=5;
p[2]=7;
p[3]=9;
put p[*]=;
quit;
proc optmodel;
number p{i in 1..3} init 3 + 2*i;
put (sum{i in 1..3} p[i]);
quit;
proc optmodel;
number n init 100000;
var x{1..n};
min z = sum{i in 1..n}(x[i] - log(i))**2;
solve;
quit;
/* Parameters */
proc optmodel;
number pi=4*atan(1);
number r;
number circum=2*pi*r;
r=1;
put circum; /* prints 6.2831853072 */
r=2;
put circum; /* prints 12.566370614 */
quit;
/* Expressions */
proc optmodel;
var x init 0.5 >= 0 <= 1;
var y init (0.5 >= 0) <= 1;
print x y;
expand;
quit;
proc optmodel;
number original{i in 1..8} = sin(i);
number sorted{i in 1..8} init original[i];
call sortn(of sorted[*]);
print original sorted;
/* Index Sets */
proc optmodel;
put (sum{i in 1..10} i**2);
quit;
/* AND Aggregation Expression */
proc optmodel;
put (and{i in 1..5} i < 10); /* returns 1 */
put (and{i in 1..5} i NE 3); /* returns 0 */
quit;
/* CARD Function */
proc optmodel;
put (card(1..3));
quit;
/* CROSS Expression */
proc optmodel;
set s1 = 1..2;
set<string> s2 = {'a', 'b'};
set<number, string> s3=s1 cross s2;
put 's3 is ' s3;
set<number, string, number> s4 = s3 cross 4..5;
put 's4 is ' s4;
quit;
/* IN Expression */
proc optmodel;
set s = 1..10;
put (5 in s); /* outputs 1 */
put (-1 not in s); /* outputs 1 */
set<num, str> t = {<1,'a'>, <2,'b'>, <2,'c'>};
put (<2, 'b'> in t); /* outputs 1 */
put (<1, 'b'> in t); /* outputs 0 */
quit;
/* Index Set Expression */
proc optmodel;
put ({i in 1..5 : i NE 3}); /* outputs {1,2,4,5} */
quit;
/* INTER Expression */
proc optmodel;
put ({1,3} inter {2,3}); /* outputs {3} */
quit;
/* INTER Aggregation Expression */
proc optmodel;
put (inter{i in 1..3} i..i+3); /* outputs {3,4} */
quit;
/* MAX Aggregation Expression */
proc optmodel;
put (max{i in 2..5} 1/i);
quit;
/* MIN aggregation Expression */
proc optmodel;
put (min{i in 2..5} 1/i);
quit;
/* OR Aggregation Expression */
proc optmodel;
put (or{i in 1..5} i = 2); /* returns 1 */
put (or{i in 1..5} i = 7); /* returns 0 */
quit;
/* PROD Aggregation Expression */
proc optmodel;
number n = 5;
put (prod{i in 1..n} i); /* outputs 120 */
quit;
/* RANGE Expression */
proc optmodel;
put (10..30 by 7); /* outputs {10,17,24} */
quit;
/* Set Constructor Expression */
proc optmodel;
put ({1,2,3,2}); /* outputs {1,2,3} */
quit;
proc optmodel;
number m = 3, n = 4;
var x{1..4} init 1;
string y = 'c';
put ({<'a', x[3]>, <'b', m>, <y, m/n>});
quit;
/* SETOF Aggregation Expression */
proc optmodel;
put (setof{i in 1..3}<i, i*i, i**3>);
quit;
/* SLICE Expression */
proc optmodel;
put (slice(<1,*>, {<1,3>, <1,0>, <3,1>}));
put (slice(<*,2,*>, {<1,2,3>, <2,4,3>, <2,2,5>}));
quit;
proc optmodel;
set<str,str> dep = {<'B','A'>, <'C','B'>, <'D','C'>};
set<str,str> cl;
set<str> cn;
cl = dep;
cn = (setof{<i,j> in dep} i) inter (setof{<i,j> in dep} j);
for {node in cn}
cl = cl union (slice(<*,node>,cl) cross slice(<node,*>,cl));
put cl;
quit;
/* SUM Expression */
proc optmodel;
put (sum {i in 1..10} i); /* outputs 55 */
quit;
/* SYMDIFF Expression */
proc optmodel;
put ({1,3} symdiff {2,3}); /* outputs {1,2} */
quit;
/* Tuple Expression */
proc optmodel;
put (<1,2,3> in setof{i in 1..2}<i,i+1,i+2>);
put ({<1,'a'>, <2,'b'>} cross {<3,'c'>, <4,'d'>});
quit;
/* UNION Expression */
proc optmodel;
put ({1,3} union {2,3}); /* outputs {1,3,2} */
quit;
/* UNION Aggregation Expression */
proc optmodel;
put (union{i in 1..3} i..i+3); /* outputs {1,2,3,4,5,6} */
quit;
/* WITHIN Expression */
proc optmodel;
put ({1,3} within {2,3}); /* outputs 0 */
put ({1,3} not within {2,3}); /* outputs 1 */
put ({1,3} within {1,2,3}); /* outputs 1 */
quit;
/* Data Set Input/Output */
proc optmodel;
set LOCS = {'New York', 'Washington', 'Boston'}; /* locations */
set DOW = 1..7; /* day of week */
var s{LOCS, DOW} init 1;
create data soldata from [location day_of_week]={LOCS, DOW} sale=s;
quit;
data abcd;
input letter $ @@;
datalines;
a b c d
;
proc optmodel;
set<num> subscripts=1..4;
string letter{subscripts};
read data abcd into [_N_] letter[5-_N_];
print letter;
quit;
data revdata;
input month rev @@;
datalines;
1 200 2 345 3 362 4 958
5 659 6 804 7 487 8 146
9 683 10 732 11 652 12 469
;
proc optmodel;
set m = 1..3;
var revenue{1..12};
read data revdata into [_N_] revenue=rev;
create data qtr1 from [month]=m revenue[month];
create data qtr2 from [month]=m revenue[month+3];
create data qtr3 from [month]=m revenue[month+6];
create data qtr4 from [month]=m revenue[month+9];
/* Formatted Output */
proc optmodel;
number a=1.7, b=2.8;
set s={a,b};
put a b; /* list output */
put a= b=; /* named output */
put 'Value A: ' a 8.1 @30 'Value B: ' b 8.; /* formatted */
string str='Ratio (A/B) is:';
put str (a/b); /* strings and expressions */
put s=; /* named set output */
quit;
proc optmodel;
number square{i in 0..5} = i*i;
number recip{i in 1..5} = 1/i;
print square recip;
proc optmodel;
set R=1..6;
set C=1..4;
number a{i in R, j in C} = 10*i+j;
print a;
quit;
/* ODS Table and Variable Names */
proc optmodel printlevel=2;
ods output PrintTable=expt ProblemSummary=exps DerivMethods=exdm
SolverOptions=exso SolutionSummary=exss OptStatistics=exos
Timing=exti;
performance details;
var x{1..2} >= 0;
min z = 2*x[1] + 3 * x[2] + x[1]**2 + 10*x[2]**2
+ 2.5*x[1]*x[2] + x[1]**3;
con c1: x[1] - x[2] <= 1;
con c2: x[1] + 2*x[2] >= 100;
solve;
print x;
quit;
title2 'PrintTable';
proc print data=expt;
run;
title2 'ProblemSummary';
proc print data=exps;
run;
title2 'SolverOptions';
proc print data=exso;
run;
title2 'DerivMethods';
proc print data=exdm;
run;
title2 'SolutionSummary';
proc print data=exss;
run;
title2 'OptStatistics';
proc print data=exos;
run;
title2 'Timing';
proc print data=exti;
run;
title2;
/* Constraints */
proc optmodel;
var x, y;
min r = x**2 + y**2;
con c: x+y >= 1;
solve;
print x y;
quit;
proc optmodel;
var x{1..3};
con b: sum{i in 1..3}(x[i] - i) = 0;
expand b;
quit;
proc optmodel;
var x init 1;
con c1: x**2 <= 5;
con c2: 5 >= x**2;
con c3: -x**2 >= -5;
con c4: -5 <= -x**2;
expand;
print c1.body c2.body c3.body c4.body;
quit;
/* Suffixes */
proc optmodel;
var x, y;
min z = x + y;
con c: x + 2*y <= 3;
solve;
print x.lb x.ub x.init x.sol;
print y.lb y.ub y.init y.sol;
print c.lb c.ub c.body c.dual;
x.lb=0;
y.lb=0;
c.lb=1;
solve;
print x.lb x.ub x.init x.sol;
print y.lb y.ub y.init y.sol;
print c.lb c.ub c.body c.dual;
quit;
/* Dual Value */
proc optmodel;
var x, y;
min z = 6*x + 7*y;
con
4*x + y >= 5,
-x - 3*y <= -4,
x + y <= 4;
solve;
print x y;
expand _ACON_ ;
print _ACON_.dual _ACON_.body;
_ACON_[1].lb = _ACON_[1].lb - 1;
solve;
_ACON_[2].ub = _ACON_[2].ub + 1;
solve;
quit;
/* Reduced Costs */
proc optmodel;
var x >= 0, y >= 0, z >= 0;
max cost = 4*x + 3*y - 5*z;
con
-x + y + 5*z <= 15,
3*x - 2*y - z <= 12,
2*x + 4*y + 2*z <= 16;
solve;
print x y z;
print x.rc y.rc z.rc;
quit;
/* Model Update */
proc optmodel;
var x, y;
min r = x**2 + y**2;
con c: x+y >= 1;
solve;
print x y;
drop c;
solve;
print x y;
restore c;
fix x=0.3;
solve;
print x y c.dual;
unfix x;
solve;
print x y c.dual;
quit;
proc optmodel printlevel=0;
var x1 >= 0, x2 >= 0, x3 >= 0, x4 >= 0, x5 >= 0;
minimize z = x1 + x2 + x3 + x4;
con a1: x1 + x2 + x3 <= 4;
con a2: x4 + x5 <= 6;
con a3: x1 + x4 >= 5;
con a4: x2 + x5 >= 2;
con a5: x3 >= 3;
solve with lp;
print _var_.name _var_ _var_.rc _var_.status;
print _con_.name _con_.lb _con_.body _con_.ub _con_.dual _con_.status;
/* OPTMODEL Options */
proc optmodel;
number n = 1/7;
for {i in 1..9 by 4}
do;
reset options pdigits=(i);
print n;
end;
reset options pdigits; /* reset to default */
quit;
/* Calling FCMP Functions */
proc fcmp outlib=work.funcs.test;
/* arithmetic geometric mean */
function agm(a0, b0);
a=a0; b = b0;
if a<=0 or b<=0 then return(0);
do until( a - b < a/1e12 );
a1 = 0.5*a + 0.5*b;
b1 = sqrt(a*b);
a = a1; b = b1;
end;
return(a);
endsub;
run;
/* libraries must be specified with the CMPLIB option */
option cmplib=work.funcs;
proc optmodel;
title 'AGM(1,2)';
print (agm(1,2));
proc optmodel;
title 'AGM optimization';
/* find x where agm(1,x) == 23 */
var x init 1;
num c = 23;
min z=(agm(1,x)-c)^2;
solve;
print x;
quit;
/* FCMP Output Arguments */
proc fcmp outlib=work.funcs.test;
subroutine do_sqr(x, sq, text $);
outargs sq, text;
sq = x*x;
text = 'This is an example of output arguments';
endsub;
run;
option cmplib=work.funcs;
proc optmodel;
string s init repeat(' ', 79); /* reserve 80 bytes */
number n;
call do_sqr(7, n, s);
print s n;
quit;
/* Constant Matrix Argument to an FCMP Function */
proc fcmp outlib=work.funcs.test;
function evalpoly(x, coeff[*]);
z = 0;
do i = dim1(coeff) to 1 by -1;
z = z * x + coeff[i];
end;
return (z);
endsub;
run;
option cmplib=work.funcs;
proc optmodel;
num coeff{1..3} = [1, -2, 1];
var x;
min z=evalpoly(x, coeff);
solve;
print x;
quit;
/* OPTMODEL Declarations for FCMP Matrices */
proc optmodel;
/* the following arrays can be used as matrices */
num N;
num mat1{1..N}; /* OK */
set S1 = 1..5;
num mat2{S1}; /* OK */
set S2 = {S1,S1};
num mat3{S2}; /* OK */
num mat4{S2 cross S2}; /* OK */
/* the following arrays cannot be used as matrices */
num L init 1;
num arr1{L..N}; /* lower bound is not literally 1 */
num arr2{1..10 by 3}; /* step size is not 1 */
set S3 init S1;
num arr3{S3}; /* S3 is modifiable */
S3 = {3, 5, 7};
num arr4{i in 1..N, j in 1..N: j >= i}; /* selection expression used */
num arr5{i in 1..N, j in 1..i}; /* index dependency on 'i' */
quit;
/* More on Index Sets */
proc optmodel;
put (setof {i in 1..3, j in 1..3 : j >= i} <i, j>);
quit;
proc optmodel;
put ({i in 1..3, i..3});
quit;
proc optmodel;
number N = 3;
set<num,str> S = {<1,'a'>,<2,'b'>,<3,'a'>,<4,'b'>};
put ({i in 1..N, <(i),j> in S});
put ({i in 1..N, j in slice(<i,*>, S)});
quit;
/* PROC NLP Example 7 */
proc nlp all;
parms amountx amounty amounta amountb amountc
pooltox pooltoy ctox ctoy pools = 1;
bounds 0 <= amountx amounty amounta amountb amountc,
amountx <= 100,
amounty <= 200,
0 <= pooltox pooltoy ctox ctoy,
1 <= pools <= 3;
lincon amounta + amountb = pooltox + pooltoy,
pooltox + ctox = amountx,
pooltoy + ctoy = amounty,
ctox + ctoy = amountc;
nlincon nlc1-nlc2 >= 0.,
nlc3 = 0.;
max f;
costa = 6; costb = 16; costc = 10;
costx = 9; costy = 15;
f = costx * amountx + costy * amounty
- costa * amounta - costb * amountb - costc * amountc;
nlc1 = 2.5 * amountx - pools * pooltox - 2. * ctox;
nlc2 = 1.5 * amounty - pools * pooltoy - 2. * ctoy;
nlc3 = 3 * amounta + amountb - pools * (amounta + amountb);
run;
proc optmodel;
var amountx init 1 >= 0 <= 100,
amounty init 1 >= 0 <= 200;
var amounta init 1 >= 0,
amountb init 1 >= 0,
amountc init 1 >= 0;
var pooltox init 1 >= 0,
pooltoy init 1 >= 0;
var ctox init 1 >= 0,
ctoy init 1 >= 0;
var pools init 1 >=1 <= 3;
con amounta + amountb = pooltox + pooltoy,
pooltox + ctox = amountx,
pooltoy + ctoy = amounty,
ctox + ctoy = amountc;
number costa, costb, costc, costx, costy;
costa = 6; costb = 16; costc = 10;
costx = 9; costy = 15;
max f = costx * amountx + costy * amounty
- costa * amounta - costb * amountb - costc * amountc;
con nlc1: 2.5 * amountx - pools * pooltox - 2. * ctox >= 0,
nlc2: 1.5 * amounty - pools * pooltoy - 2. * ctoy >= 0,
nlc3: 3 * amounta + amountb - pools * (amounta + amountb)
= 0;
solve;
print amountx amounty amounta amountb amountc
pooltox pooltoy ctox ctoy pools;