The OPTMODEL Procedure

You can use parameters to produce a clear formulation of a problem. Consider the Rosenbrock problem,

where is a parameter (constant), and are optimization variables (whose values are to be determined), and is an objective function.

Here is a PROC OPTMODEL program that solves the Rosenbrock problem:

proc optmodel;
   number alpha = 100; /* declare parameter */
   var x {1..2};       /* declare variables */
   /* objective function */
   min f = alpha*(x[2] - x[1]**2)**2 +
           (1 - x[1])**2;
   /* now run the solver */
   solve;

   print x;
quit;

The PROC OPTMODEL output is shown in Figure 10.3.