Hi there,
I want to solve this equation, by finding the value of each x1, x2, x3, lb1, lb2, lb3, lb4 (lb stands for lambda), as written down in the following system.
I have tried to write down some syntax as follow:
proc optmodel;
var x{1..3} >= 0;
var lb{1..4} >= 0;
con r1: 2*x[1]-8+lb[1]-lb[2]=0;
con r2: 3*lb[1]-2-lb[3]=0;
con r3: (2*lb[1])-1-lb[4]=0;
con r4: x[1]+3*x[2]+2*x[3]<=12;
con r5: lb[1]*(x[1]+3*x[2]+2*x[3])=0;
con r6: lb[2]*x[1]=0;
con r7: lb[3]*x[2]=0;
con r8: lb[4]*x[3]=0;
solve;
print x;
print lb;
quit;
Even though the program could run without any error, it resulted unexpected value:
x[1] = -2.2223E-14
x[2] = -7.3896E-15
x[3] = -1.3411E-14
I'm expecting that x[1] = 11/3, x[2] = 25/9, and x[3] = 0.
I'm not really sure what to do with my code, so any suggestion would be helpful.
Regards.
Hi @aloevera and welcome to the SAS Support Communities!
Let me first say that I have neither experience with SAS/OR nor a license for this module, so can't test anything.
But the discrepancy between your expectation and the result from PROC OPTMODEL is most likely due to the missing -12 in constraint r5 (cf. equation no. 12).
Hi @aloevera and welcome to the SAS Support Communities!
Let me first say that I have neither experience with SAS/OR nor a license for this module, so can't test anything.
But the discrepancy between your expectation and the result from PROC OPTMODEL is most likely due to the missing -12 in constraint r5 (cf. equation no. 12).
Hi @FreelanceReinh,
Thank you for visiting this thread.
Now I realized that the equation is incomplete as you said, and I have corrected.
At the moment, I could obtain the values that are pretty near to the expected one.
Thank you for your sharp eye and assistance.
Regards
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