Linear programming in SAS

nep0827 — Sat, 27 Apr 2019 15:04:40 GMT

Find all optimal solutions to the following LP in SAS.

Max Z = 3X[1] + 3X[2]

s.t. X[1] + X[2] <= 1

All X[i] => 0

Please help me with just the codes. I can interpret once I see them. Appreciate the help, in advance!

Re: Linear programming in SAS

PeterClemmensen — Sat, 27 Apr 2019 15:30:04 GMT

@nep0827, does this represent your actual problem? Any two positive number numbers that sum to 1 will optimize this problem. However, as answered in your previous thread, you can find one of those solutions like this

proc optmodel;
var x{i in 1..2} >= 0;
max z = 3*x[1] +  3*x[2];
con c1: x[1] + x[2] <= 1;
solve;
print x;
run;quit;

topic Linear programming in SAS in SAS Programming

Linear programming in SAS

Re: Linear programming in SAS