SAS Optimization, and SAS Simulation Studio

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11-10-2017 07:59 AM - edited 11-11-2017 09:11 AM

i know how i can to min / max a function with proc optmodel

(example here)

```
proc optmodel;
var x,y;
number z=-3;
number res=8;
min f1 = y+x**3 + z*y**3;
con c1: x*y = res;
solve with nlp;
quit;
```

but i want to minimize and maximize in the same proc optmodel. I know i can do two proc optmodel like this:

```
proc optmodel;
var x,y;
number z=-3;
number res=8;
min f1 = y+x**3 + z*y**3;
con c1: x*y = res;
solve with nlp;
quit;
proc optmodel;
var x,y;
number z=-3;
number res=8;
max f1 = y+x**3 + z*y**3;
con c1: x*y = res;
solve with nlp;
quit;
```

is it possible?

thanks

Accepted Solutions

Solution

11-11-2017
09:31 AM

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Posted in reply to dali74

11-10-2017 11:43 AM

Yes, here's one way:

```
proc optmodel;
var x,y;
number z=-3;
number res=8;
min f1 = y+x**3 + z*y**3;
con c1: x*y = res;
solve with nlp;
max f2 = y+x**3 + z*y**3;
solve with nlp;
quit;
```

In general, you can make any model changes you want and call the same solver or different solvers as many times as you want in the same PROC OPTMODEL call.

Several of the examples in this book illustrate this functionality.

All Replies

Solution

11-11-2017
09:31 AM

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Posted in reply to dali74

11-10-2017 11:43 AM

Yes, here's one way:

```
proc optmodel;
var x,y;
number z=-3;
number res=8;
min f1 = y+x**3 + z*y**3;
con c1: x*y = res;
solve with nlp;
max f2 = y+x**3 + z*y**3;
solve with nlp;
quit;
```

In general, you can make any model changes you want and call the same solver or different solvers as many times as you want in the same PROC OPTMODEL call.

Several of the examples in this book illustrate this functionality.