Binary Programming.txt

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Algebraic Notation
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proc optmodel;

var x1 binary;
var x2 binary;
var x3 binary;
var x4 binary;
var x5 binary;

maximize z= 20*x1 + 40*x2 + 20*x3 + 15*x4 + 30*x5;

con c1: 5*x1 + 4*x2 + 3*x3 + 7*x4 + 8*x5 <= 25;
con c2: x1 + 7*x2 + 9*x3 + 4*x4 + 6*x5 <= 25;
con c3: 8*x1 + 10*x2 + 2*x3 + x4 + 10*x5 <= 25;


solve;

print x1 x2 x3 x4 x5 z;

quit;

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Indexed Notation
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proc optmodel;

set Years={'Y1','Y2','Y3'};
set Projects={'P1','P2','P3','P4','P5'};

number expenditure{Projects,Years}=[
5	1	8			
4	7	10
3	9	2
7	4	1
8	6	10 ];

number return{Projects}=[20 40 20 15 30];

number available{Years}=[25 25 25];

var X {p in Projects} binary;

maximize Total_Return= sum {p in Projects} X[p]*return[p];

con Available_Funds {y in Years}:
 sum {p in Projects} X[p]*expenditure[p,y] <= available[y];

solve;

print X Total_Return;

quit;
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