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    Afetr Mcs
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    The document contains the solutions to 5 optimization problems modeled and solved using PROC NLP in SAS. Each problem involves maximizing or minimizing an objective function subject to linear and nonlinear constraints on the decision variables. The summary provides the estimated values of the decision variables that optimize the objective function and evaluates whether the constraints are satisfied at the estimated solution.

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    The document contains the solutions to 5 optimization problems modeled and solved using PROC NLP in SAS. Each problem involves maximizing or minimizing an objective function subject to linear and nonlinear constraints on the decision variables. The summary provides the estimated values of the decision variables that optimize the objective function and evaluates whether the constraints are satisfied at the estimated solution.

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    11 views3 pages

    Question No

    Uploaded by

    Afetr Mcs
    The document contains the solutions to 5 optimization problems modeled and solved using PROC NLP in SAS. Each problem involves maximizing or minimizing an objective function subject to linear and nonlinear constraints on the decision variables. The summary provides the estimated values of the decision variables that optimize the objective function and evaluates whether the constraints are satisfied at the estimated solution.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
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    of 3

    Question no.

    2
    proc nlp;
    max f1;
    decvar x1 x2 x3;
    bounds x1>=0, x2>=0,x3>=0;
    c1=X1*X1+x2*x2+x3*x3;
    nlincon c1=1;
    f1=8*x1*x2*x3;
    run;
    Solution:
    PROC NLP: Nonlinear Maximization
    Optimization Results
    Parameter Estimates
    Gradient
    Objective
    Estimate
    Function

    N Parameter
    1 x1
    2 x2
    3 x3

    0.577354
    0.577356
    0.577340

    Gradient
    Lagrange
    Function

    2.666648
    2.666641
    2.666712

    -0.000038318
    -0.000052093
    0.000090414

    Value of Objective Function = 1.5396007969

    Value of Lagrange Function = 1.5396007172

    Values of Nonlinear Constraints


    Lagrange
    Value Residual Multiplier

    Constraint
    [

    1 ]

    c1

    1.0000 3.452E-8

    2.3094

    *?*

    Question no. 3
    proc nlp;
    max f1;
    decvar x1 x2;
    bounds x1>=0,x2>=0;
    lincon 2*x1+3*x2<=6;
    lincon -3*x1+2*x2<=3;
    lincon 2*x2<=5;
    lincon 2*x1+x2<=4;
    f1=4*x1+3*x2;
    run;
    Solution:
    The SAS System

    14:50 Wednesday, September 7, 2011

    52

    PROC NLP: Nonlinear Maximization


    Optimization Results
    Parameter Estimates
    N Parameter

    Estimate

    Gradient
    Objective
    Function

    1 x1
    2 x2

    1.500000
    1.000000

    4.000000
    3.000000

    Value of Objective Function = 9

    Linear Constraints Evaluated at Solution


    1 ACT 2.2204E-16
    2
    5.50000
    3 ACT -2.22E-16

    =
    =
    =

    6.0000
    3.0000
    4.0000

    +
    -

    2.0000 * x1
    3.0000 * x1
    2.0000 * x1

    3.0000 * x2
    2.0000 * x2
    1.0000 * x2

    Question no.4
    proc nlp;
    min f1;
    decvar x1 x2;
    bounds x1>=0,x2>=0;
    lincon 3*x1+x2=3;
    lincon 4*x1+3*x2>=6;
    lincon x1+2*x2<=3;
    f1=4*x1+x2;
    run;
    Solution:
    The SAS System

    14:50 Wednesday, September 7, 2011

    44

    PROC NLP: Nonlinear Minimization


    Optimization Results
    Parameter Estimates

    N Parameter

    Estimate

    Gradient
    Objective
    Function

    1 x1
    2 x2

    0.600000
    1.200000

    4.000000
    1.000000

    Value of Objective Function = 3.6

    Linear Constraints Evaluated at Solution


    1 ACT
    2 ACT
    3 ACT

    -2.22E-16
    0
    -2.22E-16

    Question no. 5
    proc nlp;
    max f1;
    decvar x1 x2;
    bounds x1>=0,x2>=0;
    lincon x1+4*x2-12<=0;

    =
    =
    =

    -3.0000
    -6.0000
    3.0000

    +
    +
    -

    3.0000 * x1
    4.0000 * x1
    1.0000 * x1

    Linearly
    Dependent
    Active
    Linear
    Constraints

    +
    +
    -

    1.0000 * x2
    3.0000 * x2
    2.0000 * x2

    f1=2*x1*x2+4*x2-2*x1**2;
    ods rtf file='adref';
    run;
    ods rtf close;

    Solution:

    The SAS System

    14:50 Wednesday, September 7, 2011

    48

    PROC NLP: Nonlinear Maximization


    Optimization Results
    Parameter Estimates
    N Parameter

    Estimate

    Gradient
    Objective
    Function

    1 x1
    2 x2

    1.000000
    2.750000

    1.500000
    6.000000

    Value of Objective Function = 14.5

    Linear Constraints Evaluated at Solution


    1 ACT

    12.0000

    1.0000 * x1

    4.0000 * x2

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