Introduction to Optimization

The OPTQP procedure uses the interior point algorithm to solve quadratic programs—problems that have a quadratic objective function and a collection of linear constraints, including general linear constraints along with lower or upper bounds (or both) on the decision variables.

You can specify the problem input data in one SAS data table that uses a quadratic programming system (QPS) format. For details about the QPS-format data specification, see Chapter 9: The MPS-Format Data Table. For more details about the OPTQP procedure, see Chapter 8: The OPTQP Procedure.