Hi,
I am trying to select 200 points from a pool of 1000 points which are nearest to the line say y = x using least squares. and my constraint is that the average of the values of the 200 points should be below a given value. How can i formulate this model using Proc optmodel?
I am not sure how i write the objective function in this case. I thought it should be like
min f = {sum i in 1..200} (x - y)**2
but in the above objective function, there is nothing to minimize, it just calculates the sum of least squares of first 200 obs. I am confused on how to tackle this. Plz help.
Thank you!
"the average of the values of the 200 points should be below a given value" ? The average of what value, x, y, SSQ?
There is one more column, say 'z'.
Average of (y/z) of those 200 points should be less than some given value.
If i am correct in representing in SAS OPT model notation:
con constraint: {sum i in 1..200} (y/z) / 200 <= 0.60
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