1) 用LP过程求解线性规划 max z=-5*x1+5*x2+13*x3 -x1+x2+3*x3<=20 12*x1+4*x2+10*x3<=90 x1,x2,x3>=0
data lp1; input _row_$ x1 x2 x3 _type_$ _rhs_; cards; object -5 5 13 max . proc1 -1 1 3 le 20 proc2 12 4 10 le 90 ; proc lp; run; x1=0 x2=20 x3=0
2) 用LP过程求解整数线性规划 max 2*x1+3*x2 5*x1+7*x2<=35 4*x1+9*x2<=36 x1,x2>=0 x1,x2为整数
data lp1; input _row_$ x1 x2 _type_$ _rhs_; cards; object 2 3 max . proc1 5 7 le 35 proc2 4 9 le 36 bound 10 10 upperbd . inbd 1 2 integer . ; proc lp; run; x1=7 x2=0
3) 用NLP过程求解无约束优化问题 min z=1.5*x1*x1+0.5*x2*x2-x1*x2+2*x1
proc nlp; min y; parms x1 x2=-1; bounds 0<=x1,0<=x2; y1=1.5*x1*x1; y2=0.5*x2*x2; y3=-1*x1*x2; y4=-2*x1; y=y1+y2+y3+y4; run; x1=x2=1
4) 用NLP过程求解无约束优化问题 min z=-2*x1-x2 25-x1*x1-x2*x2>=0 7-x1*x1+x2*x2>=0 0<=x1<=5 0<=x2<=10
proc nlp; min y; parms x1 x2=-1; bounds 0<=x1<=5,0<=x2<=10; y1=-2*x1; y2=-1*x2; y3=25-x1*x1-x2*x2; y4=7-x1*X1+x2*x2; Nlincon y3>=0, y4>=0; y=y1+y2+y3+y4; run x1=4 x2=3 minz=-11
5) 用NLP过程解非线性规划 min z=2*x1*x1-4*x1*x2+4*x2*x2-6*x1-3*x2 x1+x2<=3 4*x1+x2<=9 x1,x2>=0
min y; parms x1 x2=-1; bounds 0<=x1,0<=x2; y1=2*x1*x1; y2=-4*x1*x2; y3=4*x2*x2; y4=-6*x1-3*x2; y5=4*x1+x2; y6=x1+x2; Nlincon y5<=9, y6<=3; y=y1+y2+y3+y4; run; x1=1.95 x2=1.05 minz=-11.025
6) 求解下面线性目标规划模型 min z=p1*d11+p2*d22+p3*(5*d31+3*d41)+p4*d12 x1+2*x2+d11-d12=6 x1+2*x2+d21-d22=9 x1-2*x2+d31-d32=4 x2+d41-d42=2 x1,x2,dij>=0 ,i=1,2,3,4 j=1,2
data hua; input _row_$ x1 x2 d11 d12 d21 d22 d31 d32 d41 d42 _type_$ _rhs_; cards; object 0 0 0.99 0.000001 0 0.0099 0.625*0.000099 0 0.375*0.000099 0 min . con1 1 2 1 -1 0 0 0 0 0 0 eq 6 con2 1 2 0 0 1 -1 0 0 0 0 eq 9 con3 1 -2 0 0 0 0 1 -1 0 0 eq 4 con4 0 1 0 0 0 0 0 0 1 -1 eq 2 ; proc lp; run;
7) 求解下面0-1规划模型 max z=3*x1+2*x2-5*x3-2*x4+3*x5 x1+x2+x3+2*x4+x5<=4 7*x1+ 3*x3-4*x4+3*x5<=8 11*x1-6*x2 +3*x4-3*x5>=3 xj=0或1 (j=1,...,5)
data cat; input _row_$ x1-x5 _type_$ _rhs_; cards; object 3 2 -5 -2 3 max . con1 1 1 1 2 1 le 4 con2 7 0 3 -4 3 le 8 con3 11 -6 0 3 -3 ge 3 bound 1 1 1 1 1 upperbd . inbd 1 2 3 4 5 integer . proc lp; run;

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