Where the Procblems occured in the PROC NLP?

[Winsentess]

HI,ALL.
Then,why The Codes produce different values(W1 W2....W5) in different running with the same codes.
Many thanks!
When I use the NLP PROCEDURE；The simplify Codes as follows:
proc nlp outest = OutData;
max Sharp;
decvar W1 W2 W3 W4 W5;
Rf = 0.035;
SigmaSquare1 = W1*W1 + W2*W2 + W3*W3 + W4*W4 + W5*W5;
SigmaSquare21 = 2*(W1*W2 + W1*W3 + W1*W4 + W1*W5);
SigmaSquare22 = 2*(W2*W3 + W2*W4 + W2*W5);
SigmaSquare23 = 2*(W3*W4 + W3*W5);
SigmaSquare24 = 2*(W4*W5);
SigmaSquare = SigmaSquare1 + SigmaSquare21 + SigmaSquare22 + SigmaSquare23 + SigmaSquare24;
Return = W1 + W2 + W3 + W4 + W5;
Sharp = (Return - Rf)/sqrt(SigmaSquare);
bounds 0 <= W1 <= 1,0 <= W2 <= 1,0 <= W3 <= 1,0 <= W4 <= 1,0 <= W5 <= 1;
lincon W1 + W2 + W3 + W4 + W5 = 1;
run;
Message was edited by: Winsentess Message was edited by: Winsentess