Turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Options

- RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Mute
- Printer Friendly Page

🔒 This topic is **solved** and **locked**.
Need further help from the community? Please
sign in and ask a **new** question.

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Posted 02-06-2017 12:12 AM
(1184 views)

Hi,

I am trying to do an iterative linearization procedure by row generation in proc optmodel. Between successive iterations i need to find the argmax of the current solution and also store the solution value of that particular index to add a cut and the cuts keep accumulating until convergence is reached. I could not find a fucntion that could give me the index. what is the best way to go about this?

1 ACCEPTED SOLUTION

Accepted Solutions

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

There is no built-in support for argmax of an array, but here are five ways to compute it yourself:

```
proc optmodel;
set MYSET = /a b c d e/;
num a {MYSET} = [13 100 37 100 42];
num max = max {i in MYSET} a[i];
put max=;
/* set of indices that achieve the max */
set ARGMAXSET = {i in MYSET: a[i] = max};
put ARGMAXSET=;
/* last index that achieves the precomputed max */
str argmax;
for {i in MYSET: a[i] = max} argmax = i;
put argmax=;
/* first index that achieves the precomputed max */
for {i in MYSET: a[i] = max} do;
argmax = i;
leave;
end;
put argmax=;
/* last index that achieves the max, calculated within the loop */
num max1 init -constant('BIG');
for {i in MYSET} do;
if max1 <= a[i] then do;
max1 = a[i];
argmax = i;
end;
end;
put max1= argmax=;
/* first index that achieves the max, calculated within the loop */
num max2 init -constant('BIG');
for {i in MYSET} do;
if max2 < a[i] then do;
max2 = a[i];
argmax = i;
end;
end;
put max2= argmax=;
quit;
```

For some examples of row generation in PROC OPTMODEL, see this SAS Global Forum paper...

http://support.sas.com/resources/papers/proceedings16/SAS3161-2016.pdf

...and the "Milk Collection" and "Lost Baggage Distribution" examples in the SAS/OR doc:

2 REPLIES 2

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

There is no built-in support for argmax of an array, but here are five ways to compute it yourself:

```
proc optmodel;
set MYSET = /a b c d e/;
num a {MYSET} = [13 100 37 100 42];
num max = max {i in MYSET} a[i];
put max=;
/* set of indices that achieve the max */
set ARGMAXSET = {i in MYSET: a[i] = max};
put ARGMAXSET=;
/* last index that achieves the precomputed max */
str argmax;
for {i in MYSET: a[i] = max} argmax = i;
put argmax=;
/* first index that achieves the precomputed max */
for {i in MYSET: a[i] = max} do;
argmax = i;
leave;
end;
put argmax=;
/* last index that achieves the max, calculated within the loop */
num max1 init -constant('BIG');
for {i in MYSET} do;
if max1 <= a[i] then do;
max1 = a[i];
argmax = i;
end;
end;
put max1= argmax=;
/* first index that achieves the max, calculated within the loop */
num max2 init -constant('BIG');
for {i in MYSET} do;
if max2 < a[i] then do;
max2 = a[i];
argmax = i;
end;
end;
put max2= argmax=;
quit;
```

For some examples of row generation in PROC OPTMODEL, see this SAS Global Forum paper...

http://support.sas.com/resources/papers/proceedings16/SAS3161-2016.pdf

...and the "Milk Collection" and "Lost Baggage Distribution" examples in the SAS/OR doc:

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Thank you rob!

Registration is open! SAS is returning to Vegas for an AI and analytics experience like no other! Whether you're an executive, manager, end user or SAS partner, SAS Innovate is designed for everyone on your team. Register for just $495 by 12/31/2023.

**If you are interested in speaking, there is still time to submit a session idea. More details are posted on the website. **

Multiple Linear Regression in SAS

Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.

Find more tutorials on the SAS Users YouTube channel.