topic Re: Assistance with PROC OPTMODEL in Mathematical Optimization, Discrete-Event Simulation, and OR

Assistance with PROC OPTMODEL

hzk0065 — Fri, 01 Feb 2019 05:31:57 GMT

my code is not working. It is showing an error of unknown c1, c2, c3, c4, and so unknown f. Please help me out. Thanks

data x (drop = i);
do i = 1 to 100;
c1 = ranuni(i);
c2 = ranuni(i);
c3 = ranuni(i);
c4 = ranuni(i);
output;
end;
run;

proc print data = x;var c1 c2 c3 c4;run;

proc optmodel;
var a;
var b;
%do i = 1 %to dim(x)
minimize f =(((1-((c1[i]*a+c2[i]*b)/30.9))**2)*1.08)+(((1-((c3[i]*a+c4[i]*b)/12.8))**2)*1);
con P: a+b=1.0;
con Q: a >= 0.0;
con R: b >= 0.0;
con T: a <= 1.0;
con U: b <=1.0;
solve with qp;

/* print the optimal solution */
print a b;
print f;
quit;
end;

var b;
%do i = 1 %to dim(x)
minimize f =(((1-((c1[i]*a+c2[i]*b)/30.9))**2)*1.08)+(((1-((c3[i]*a+c4[i]*b)/12.8))**2)*1);
con P: a+b=1.0;
con Q: a >= 0.0;
con R: b >= 0.0;
con T: a <= 1.0;
con U: b <=1.0;
solve with qp;

/* print the optimal solution */
print a b;
print f;
quit;
end;

Re: Assistance with PROC OPTMODEL

Rick_SAS — Fri, 01 Feb 2019 14:51:32 GMT

The syntax you've written is not valid for several reasons, all having to do with the macro processing.

The %DO macro loop is missing a semicolon
The END statement should presumably be %END?
You can't use a %DO macro loop in open code. It has to be part of a function-style macro (%MACRO/%MEND)

Please describe in words what you are trying to accomplish so we can advise the best way to do it.

Re: Assistance with PROC OPTMODEL

hzk0065 — Fri, 01 Feb 2019 15:02:49 GMT

Thanks for reply,
I am trying to write a minimize function for a and b using any random values of c1-c4 between 1 to 100. In the minimize function, corresponding values of the same row for all c1-c4 will go as input and it will repeat for all 100 rows. The value of a and b supposed to be close to 1 and 0 respectively. I hope it is clear now? Please let me know if you have any questions?
Thanks

Re: Assistance with PROC OPTMODEL

RobPratt — Fri, 01 Feb 2019 15:25:24 GMT

It sounds like you want to mimic this SAS Usage Note: http://support.sas.com/kb/42/332.html