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Kiteulf
Quartz | Level 8

Hi I have the following ;

 

InvestedAmount = 1400000;

Amount = 1300000;

Cashpayment = 100000;

DP = Cashpayment/Investedamount;

Scorevalue = 725

 

SigMod_DPSCORE = (982498.1617 +(357322.7098/(1+exp(-(DP-0.0641)/0.0545))))*0.61477534426774;

Sigmod_Score=1333381.0933*0.8008430656372;

Linear_reg_constant =-501604.719938709;

 

 

Minimize DP with SigMod_DPSCORE+Sigmod_Score+Linear_reg_constant being equal to InvestedAmount

 

Is there any other information that is needed?

 

I did;

 

SigMod_SCORE = 712072.4496 +(638693.1194/(1+exp(-(ScoreValue-595.1628)/36.3054)));
SCORE_weight = 0.8008430656372;
DP_weight = 0.61477534426774;
SCB_part = SigMod_SCORE*SCORE_weight;
Linear_reg_constant =-501604.719938709;
Calc1 = Amount+(Linear_reg_constant*-1);
Calc2 = (Calc1-SCB_part)/DP_weight;

Y2= 982498.1617;
a2= 357322.7098;
b2 =0.0545;
x2=0.0641;

Calc_Y1 =Y2*(1)+a2;
calc_Y2 =(Calc_Y1-Calc2)*-1;
calc_Y3 = Y2-calc2;
calc_y4 =calc_Y2/calc_y3;
calc_y5 =log(calc_y4);
calc_y6 =(-1*b2)*calc_y5;
Required_eq_pct =calc_y6+x2;

 

If Required_eq_pct GT downpayment_pct then do;
Required_add_equity= ceil(((sum(cashpayment,amount)*Required_eq_pct)-cashpayment));

 

However Required_add_equity doesn't take into the consideration that there is a constraint to keep Investedamount stable/equal.

So How can I do this with respect to minimizing DP?

 

1 REPLY 1
RobPratt
SAS Super FREQ

It sounds like you want to solve an optimization problem, but it is not clear to me which of your quantities are decision variables to be determined by the solver and which are input parameters that have fixed values.  In PROC OPTMODEL, you can use a VAR statement to declare decision variables, a NUM statement to declare numeric parameters, and a MIN statement to declare a minimization objective.

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