Thanks so much. I use SAS 9.2 and below is the log file. It seems that my SAS version does have some problem. However, the optimal obj calculated from matlab is zero. I hope to find what is something wrong in my code. Thanks again. --------------------------------------------------------------------------------------------- 385 data data_read; 386 input x1 x2 y1 dmu_id; 387 datalines; NOTE: The data set WORK.DATA_READ has 3 observations and 4 variables. NOTE: DATA statement used (Total process time): real time 0.03 seconds cpu time 0.01 seconds 391 ; 392 proc optmodel printlevel=0; 393 set x_num=1..2; 393! * set dimension of X ; 394 set y_num=1..1; 395 set <num>DMU_ID; 396 num X{DMU_ID,x_num}; 397 num Y{DMU_ID,y_num}; 398 read data data_read into DMU_ID=[dmu_id] 399 {r in x_num}<X[dmu_id,r]=col("x"||r)> 400 {s in y_num}<Y[dmu_id,s]=col("y"||s)>; NOTE: There were 3 observations read from the data set WORK.DATA_READ. 401 var epi{DMU_ID}>=0; 402 var alpha{DMU_ID}; 403 var beta{DMU_ID,x_num}>=0; 404 num epi_sol{DMU_ID}; 405 num alpha_sol{DMU_ID}; 406 num beta_sol{DMU_ID,x_num}; 407 min obj=sum{q in DMU_ID}epi **2; 408 con regression{q in DMU_ID,s in y_num}:Y[q,s]=alpha -epi +sum{r in x_num}X[q,r]*beta[q,r]; 409 con concave{q in DMU_ID,h in DMU_ID}:alpha +sum{r in x_num}X[q,r]*beta[q,r]<=alpha +sum{r in x_num}X[q,r]*beta[h,r]; 410 solve; NOTE: The constraint 'concave[1,1]' is empty. NOTE: The constraint 'concave[2,2]' is empty. NOTE: The constraint 'concave[3,3]' is empty. NOTE: The problem has 12 variables (3 free, 0 fixed). NOTE: The problem has 12 linear constraints (9 LE, 3 EQ, 0 GE, 0 range). NOTE: The problem has 48 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 12 variables, 9 linear constraints, and 0 nonlinear constraints. NOTE: Using analytic derivatives for objective. NOTE: Initial point was changed to be feasible to bound and linear constraints. NOTE: The trust region method is used. NOTE: The SAS System stopped processing this step because of errors. NOTE: PROCEDURE OPTMODEL used (Total process time): real time 0.03 seconds cpu time 0.03 seconds 411 for{q in DMU_ID}epi_sol =epi .sol; 412 for{q in DMU_ID}alpha_sol =alpha .sol; 413 for{q in DMU_ID,r in x_num}beta_sol[q,r]=beta[q,r].sol; 414 create data epi_sol from [dmu_id]epi_sol; 415 create data alpha_sol from [dmu_id]alpha_sol; 416 create data beta_sol from [dmu_id x_num]beta_sol; 417 quit; 418 run;
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