The OPTLSO Procedure

In this example, the entire problem definition is first described in the following PROC OPTMODEL step and is then saved as a QPS data set in the subsequent PROC OPTLSO step. In this case, no FCMP function needs to be defined.

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
   qpsdata = qpdata;
   performance nthreads=2;
run; 

Note that in this case the objective definition is taken directly from the QPS data set qpdata. Output 3.3.1 shows the output from running these steps.