Using QPS Format (lsoe03)

/**********************************************************************/
/*                                                                    */
/*               S A S   S A M P L E   L I B R A R Y                  */
/*                                                                    */
/*    NAME: lsoe03                                                    */
/*   TITLE: Using QPS Format (lsoe03)                                 */
/* PRODUCT: OR                                                        */
/*  SYSTEM: ALL                                                       */
/*    KEYS: OR                                                        */
/*   PROCS: OPTLSO, OPTMODEL                                          */
/*    DATA:                                                           */
/*                                                                    */
/* SUPPORT:                             UPDATE:                       */
/*     REF:                                                           */
/*    MISC: Example 3 from the OPTLSO chapter of the                  */
/*          Local Search Optimization book.                           */
/*                                                                    */
/**********************************************************************/

proc optmodel;
   var x{1..13} >= 0 <= 1;
   for {i in 10..12} x[i].ub = 100;
   min z = 5*sum{i in 1..4} x[i]
      - 5*sum{i in 1..4} x[i]**2 - sum{i in 5..13} x[i];
   con a1: 2*x[1] + 2*x[2] + x[10] + x[11] <= 10;
   con a2: 2*x[1] + 2*x[3] + x[10] + x[12] <= 10;
   con a3: 2*x[1] + 2*x[3] + x[11] + x[12] <= 10;
   con a4: -8*x[1] + x[10] <= 0;
   con a5: -8*x[2] + x[11] <= 0;
   con a6: -8*x[3] + x[12] <= 0;
   con a7: -2*x[4] - x[5] + x[10] <= 0;
   con a8: -2*x[6] - x[7] + x[11] <= 0;
   con a9: -2*x[8] - x[9] + x[12] <= 0;
   save qps qpdata;
quit;

proc optlso
   primalout = solution
   qpsdata   = qpdata;
   performance nthreads=2;
run;

proc print data=solution;
run;