Date:         Wed, 4 Feb 1998 21:58:53 EST
Reply-To:     Hilali@AOL.COM
Sender:       "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
From:         Hilali@AOL.COM
Subject:      Proc LP in SAS
Content-type: text/plain; charset=US-ASCII

Hello everyone,
I have run the PROC LP using the data matrix (in dense form) below and I got
an error : Unbounded Objective.
 
THE LP DENSE FORM DATA MATRIX
 
OBS     _ID_        VAR1        VAR2        VAR3        VAR4        VAR5
 
  1    PROFIT     -1.11927    -1.10854    -1.11197     0.04477    -0.01345
  2    SUM_CON    -1.10600    -0.05148     1.01699    -1.15350    -0.03893
  3    CONST1      1.00000     0.00000     0.00000     0.00000     0.00000
  4    CONST2      0.00000     1.00000     0.00000     0.00000     0.00000
  5    CONST3      0.00000     0.00000     1.00000     0.00000     0.00000
  6    CONST4      0.00000     0.00000     0.00000     1.00000     0.00000
  7    CONST5      0.00000     0.00000     0.00000     0.00000     1.00000
  8    CONST6      0.00000     0.00000     0.00000     0.00000     0.00000
  9    CONST7      0.00000     0.00000     0.00000     0.00000     0.00000
 10    CONST8      0.00000     0.00000     0.00000     0.00000     0.00000
 11    CONST9      0.00000     0.00000     0.00000     0.00000     0.00000
 
OBS      VAR6        VAR7        VAR8        VAR9     _TYPE_    _RHS_
 
  1    -0.02122     1.08328     1.04324    1.04543     MAX       .
  2     0.99518    -1.12159    -0.09131    1.07073     LE       0.000
  3     0.00000     0.00000     0.00000    0.00000     LE       0.116
  4     0.00000     0.00000     0.00000    0.00000     LE       0.097
  5     0.00000     0.00000     0.00000    0.00000     LE       0.120
  6     0.00000     0.00000     0.00000    0.00000     LE       0.113
  7     0.00000     0.00000     0.00000    0.00000     LE       0.118
  8     1.00000     0.00000     0.00000    0.00000     LE       0.103
  9     0.00000     1.00000     0.00000    0.00000     LE       0.104
 10     0.00000     0.00000     1.00000    0.00000     LE       0.119
 11     0.00000     0.00000     0.00000    1.00000     LE       0.110
 
As you can see the LP problem is to maxmize Profit subject to the 10
constraints (rows 2-11; objective function coefficients are in row 1).  That
is,
 
   Max P = C'X      st
              AX <= B
 
where matrix A is given by rows 2-11 and columns VAR1-VAR9
    C is given by row 1 and columns VAR1-VAR9 and B is given by Last column
rows 2-11.
I think I should get a solution (just by eye inspection. For example, I can
set VAR4, VAR7, and VAR8 to their maximums: 0.113, 0.104, and
0.119,respectively and still satisfy all constraints).
I will appreciate  your help.  Please, send your response to my email address
because -at this time- I'm not a member of the list.
Thanks.
abdu