solving multiple subprograms

dali74 — Sat, 11 Nov 2017 14:11:40 GMT

i know how i can to min / max a function with proc optmodel

(example here)

proc optmodel;
   var x,y;
   number z=-3;
   number res=8;
   min  f1 =  y+x**3 + z*y**3;
   con c1: x*y = res;
   solve with nlp;
 quit;

but i want to minimize and maximize in the same proc optmodel. I know i can do two proc optmodel like this:


proc optmodel;
   var x,y;
   number z=-3;
   number res=8;
   min  f1 =  y+x**3 + z*y**3;
   con c1: x*y = res;
   solve with nlp;
 quit;


proc optmodel;
   var x,y;
   number z=-3;
   number res=8;
   max  f1 =  y+x**3 + z*y**3;
   con c1: x*y = res;
   solve with nlp;
 quit;

is it possible?

thanks

Re: Is it posible to min and max function with proc optmodel?

RobPratt — Fri, 10 Nov 2017 16:43:52 GMT

Yes, here's one way:

proc optmodel;
   var x,y;
   number z=-3;
   number res=8;
   min  f1 =  y+x**3 + z*y**3;
   con c1: x*y = res;
   solve with nlp;
   max  f2 =  y+x**3 + z*y**3;
   solve with nlp;
 quit;

In general, you can make any model changes you want and call the same solver or different solvers as many times as you want in the same PROC OPTMODEL call.

Several of the examples in this book illustrate this functionality.

topic solving multiple subprograms in Mathematical Optimization, Discrete-Event Simulation, and OR

solving multiple subprograms

Re: Is it posible to min and max function with proc optmodel?