topic non linear using proc optmodel help in code in Mathematical Optimization, Discrete-Event Simulation, and OR

non linear using proc optmodel help in code

rohailk — Fri, 11 Oct 2019 12:06:38 GMT

hi,

I am trying to solve the following problem

The initial point is =(0 0 0)

My code is the following

proc optmodel;
var x{1..3};
min f = x[1]^2  + 2*x[2]^2 + 5*x[3]^2 - 4*x[1] - 20*x[2] - 20*x[3] ;

/* starting point */
   x[1]= 0;
   x[2]= 0;
   x[3]=0;
solve; 
print x[1] x[2] x[3] x[1].dual x[2].dual x[3].dual;
quit;

is this code right or am I making any mistake?

Please help

Re: non linear using proc optmodel help in code

Ksharp — Fri, 11 Oct 2019 12:31:40 GMT

I think you can do this.

proc optmodel;
var x{1..3} init 0;
min f = x[1]^2  + 2*x[2]^2 + 5*x[3]^2 - 4*x[1] - 20*x[2] - 20*x[3] ;

solve; 
print x[1] x[2] x[3] x[1].dual x[2].dual x[3].dual;
quit;

Re: non linear using proc optmodel help in code

RobPratt — Fri, 11 Oct 2019 13:57:06 GMT

That is correct. You can also do:

print x x.dual;