Linear Least-Squares Problem (optqp1)
/***************************************************************/
/* */
/* S A S S A M P L E L I B R A R Y */
/* */
/* NAME: optqp1 */
/* TITLE: Linear Least-Squares Problem (optqp1) */
/* PRODUCT: OR */
/* SYSTEM: ALL */
/* KEYS: OR */
/* PROCS: OPTQP */
/* DATA: */
/* */
/* SUPPORT: UPDATE: */
/* REF: */
/* MISC: Example 1 from the OPTQP chapter of */
/* Mathematical Programming. */
/* */
/***************************************************************/
data lsdata;
input field1 $ field2 $ field3 $ field4 field5 $ field6 @;
datalines;
NAME . LEASTSQ . . .
ROWS . . . . .
N OBJ . . . .
G EQ3 . . . .
COLUMNS . . . . .
. X1 OBJ -14 EQ3 3
. X2 OBJ -4 EQ3 2
RHS . . . . .
. RHS OBJ -2 EQ3 0.9
RANGES . . . . .
. RNG EQ3 0.2 . .
BOUNDS . . . . .
FR BND1 X1 . . .
FR BND1 X2 . . .
QUADOBJ . . . . .
. X1 X1 52 . .
. X1 X2 10 . .
. X2 X2 10 . .
ENDATA . . . . .
;
proc optqp data=lsdata
printlevel = 0
primalout = lspout;
run;
title2 'Primal Solution';
proc print data=lspout label;
run;