BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
KarolinaA
Fluorite | Level 6

Hello,

 

I have a function I neet to optimize using PROC GA and it is simple --  0.1*x*y. But then I have constraint which is not that simple  x**2 + y**2 <= (5+2.2*cos(10*atan(x/y)))**2. How  can I solve this in SAS? Sorry, I am very new with SAS. My code so far looks like:

 

 

proc ga seed = 12 maxiter = 30; 
 
function funkc(selected[*]); 
array x[2] /nosym; 
call ReadMember(selected,1,x); 
x1 = x[1]; 
x2 = x[2]; 
F= 0.1*x1*x2; 
return(F);
endsub; 
 
call SetEncoding('R2'); 
array LowerBound[2] /nosym (-10 -6); 
array UpperBound[2] /nosym (10 6); 
call SetBounds(LowerBound, UpperBound);  
call SetObjFunc('funkc',0); 
call SetCrossProb(0.65); 
call SetCross('Heuristic'); 
call SetMutProb(0.15); 
array del[2] /nosym (0.2 0.2); 
call SetMut('Delta','nchange', 1, 'delta',del); 
call SetSel('tournament','size', 2); 
call SetElite(2); 
call Initialize('DEFAULT',150); 
run; 
quit; 

 

 

1 ACCEPTED SOLUTION

Accepted Solutions
Ksharp
Super User

I really suggest you to use Nonlinear Optimization Function, since GA can not guarantee you to get the optimal solution.

And better post it at IML forum.

If you want stick with PROC GA ,then post it at OR forum, since PROC GA is under SAS/OR.

 

proc iml;
start F_UC2D(x);
f = 0.1*x[1]*x[2];;
return(f);
finish F_UC2D;

start C_UC2D(x);
c = (5+2.2*cos(10*atan(x[1]/x[2])))**2 - x[1]**2 - x[2]**2 ;
return(c);
finish C_UC2D;

x = j(1,2,0.5);
optn= j(1,10,.);optn[1]=0; optn[2]= 1; optn[10]= 1;
CALL NLPNMS(rc,xres,"F_UC2D",x,optn) nlc="C_UC2D";

print rc[l='rc>0 means find a soultion'],xres[l='solution for x'];
quit;

 

 

ABSXCONV convergence criterion satisfied.
rc>0 means find a soultion
4
solution for x
-4.283178 5.7739759

View solution in original post

2 REPLIES 2
Ksharp
Super User

I really suggest you to use Nonlinear Optimization Function, since GA can not guarantee you to get the optimal solution.

And better post it at IML forum.

If you want stick with PROC GA ,then post it at OR forum, since PROC GA is under SAS/OR.

 

proc iml;
start F_UC2D(x);
f = 0.1*x[1]*x[2];;
return(f);
finish F_UC2D;

start C_UC2D(x);
c = (5+2.2*cos(10*atan(x[1]/x[2])))**2 - x[1]**2 - x[2]**2 ;
return(c);
finish C_UC2D;

x = j(1,2,0.5);
optn= j(1,10,.);optn[1]=0; optn[2]= 1; optn[10]= 1;
CALL NLPNMS(rc,xres,"F_UC2D",x,optn) nlc="C_UC2D";

print rc[l='rc>0 means find a soultion'],xres[l='solution for x'];
quit;

 

 

ABSXCONV convergence criterion satisfied.
rc>0 means find a soultion
4
solution for x
-4.283178 5.7739759
Ksharp
Super User

I minimize object function,

If you want maximize it , use

optn[1]=1;

sas-innovate-2024.png

Join us for SAS Innovate April 16-19 at the Aria in Las Vegas. Bring the team and save big with our group pricing for a limited time only.

Pre-conference courses and tutorials are filling up fast and are always a sellout. Register today to reserve your seat.

 

Register now!

What is Bayesian Analysis?

Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.

Find more tutorials on the SAS Users YouTube channel.

Click image to register for webinarClick image to register for webinar

Classroom Training Available!

Select SAS Training centers are offering in-person courses. View upcoming courses for:

View all other training opportunities.

Discussion stats
  • 2 replies
  • 914 views
  • 3 likes
  • 2 in conversation