Hi, I'm new on SAS 9. 4.
I have an objective to minimize:
min F = qte[17]/71 + qte[13]/25 + (qte[31] + qte[32])/263 - qte[1]/272 - qte[4]/254 - qte[6]/166 - qte[10]/268;
(where qte is a vector in which each value is the % recommanded to eat for a nutrient in a diet, and the aim of my program is to find those %)
I choose this way of solving:
solve obj F with NLP/algorithm=Activeset /*Concurrent*/ multistart Maxiter=10000 MSMaxstarts=25 seed=1863071 Feastol=0.001;
I get on the "journal" (I have SAS in french) the following message:
NOTE: Problem generation will use 4 threads.
NOTE: The problem has 36 variables (0 free, 0 fixed).
NOTE: The problem has 34 linear constraints (23 LE, 0 EQ, 0 GE, 11 range).
NOTE: The problem has 1025 linear constraint coefficients.
NOTE: The problem has 0 nonlinear constraints (0 LE, 0 EQ, 0 GE, 0 range).
NOTE: The OPTMODEL presolver removed 0 variables, 3 linear constraints, and 0 nonlinear constraints.
NOTE: The OPTMODEL presolved problem has 36 variables, 31 linear constraints, and 0 nonlinear constraints.
NOTE: The OPTMODEL presolver removed 36 linear constraint coefficients, leaving 989.
NOTE: Using analytic derivatives for objective.
NOTE: The NLP solver is called.
NOTE: The Active Set algorithm is used.
NOTE: The MULTISTART option is enabled.
NOTE: The deterministic parallel mode is enabled.
NOTE: The Multistart algorithm is executing in single-machine mode.
NOTE: The Multistart algorithm is using up to 4 threads.
NOTE: Random number seed 1863071 is used.
Meilleur Local Optimalit? Infaisa- Local Local
D?but Objectif Objectif Erreur bilit? It?r Statut
1 -5,7473197 -5,7473197 8,19617E-7 4,5475E-13 165 Optimal
2 -5,7473197 -4,4371758 7,44232E-7 9,9268E-6 150 Optimal
3 * -5,7473197 -4,193588 7,58871E-7 0,00001819 188 Optimal
4 -5,7473197 -2,4594022 9,88805E-7 0,0000401 220 Optimal
5 -5,7473197 -3,4290596 9,23225E-7 8,75817E-7 143 Optimal
6 -6,1896441 -6,1896441 1,51637E-7 0,00098512 158 Optimal
7 -6,1896441 -13562,005 5,37896E-7 100460631 76 LocalInfeas
8 -6,1896441 -4,5812214 9,27801E-7 0,00002634 270 Optimal
9 -6,1896441 -4,3003702 9,53107E-7 0 395 Optimal
10 -6,1896441 -13566,637 7,45639E-7 90114971,5 110 LocalInfeas
11 -6,1896441 -4,3436519 9,56977E-7 3,07991E-7 577 Optimal
12 -6,1896441 -13570,349 5,22808E-6 111100464 10000 IterLimit
13 -6,1896441 -1,2855454 8,22242E-6 52,1652856 10000 IterLimit
14 -6,1896441 3802,28137 0,0000384 5782580,77 10000 IterLimit
15 -6,1896441 -1,2521854 0,0000384 217,518794 10000 IterLimit
16 -6,1896441 -9624,2172 6,79356E-7 148508958 57 LocalInfeas
17 -6,1896441 -13565,637 6,58687E-7 156238573 66 LocalInfeas
18 -6,1896441 -9629,6289 6,81325E-7 86409963,5 95 LocalInfeas
19 -6,1896441 -13565,637 0,00003841 507821170 10000 IterLimit
20 -6,1896441 -7541,5404 9,90461E-7 90599996,7 58 LocalInfeas
21 -6,1896441 -0,0650454 1,83072E-6 1323,91452 10000 IterLimit
22 -6,1896441 -9762,3554 5,40408E-8 96672409,1 56 LocalInfeas
23 -6,1896441 -6149,1399 0,00002531 11529782,4 10000 IterLimit
24 -6,1896441 -8605,4825 2,93296E-6 92399924,9 10000 IterLimit
25 -6,1896441 -3914,6655 0,00003845 92303556,9 10000 IterLimit
NOTE: The Multistart algorithm generated 1600 sample points.
NOTE: 9 distinct local optima were found.
NOTE: The best objective value found by local solver = -6,189644118.
NOTE: The solution found by local solver with objective = -6,189644118 was returned.
I don't understand all the content, but,
As I would like to see the details not only of the best objective, but also for all the other distinct local optima, I tried this code:
print _NSOL_;
print {j in 1..36, i in 1.._NSOL_} qte[j].sol[i];
create data solout from [sol]={i in 1.._NSOL_}
{j in 1..36} <col("qte"||j)=qte[j].sol[i]> ;
print F;
create data INCA3_9C.regime_opt from [i] quantite=qte;
quit;
proc print data= solout;
run;
but it didn't work.
If anybody have a solution for my problem, please, let me know, this will help me a lot !
