Date:         Thu, 15 Apr 2010 11:16:46 -0400
Reply-To:     Ban Cheah <BanCheah@WESTAT.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Ban Cheah <BanCheah@WESTAT.COM>
Subject:      Re: PROC OPTMODEL in SAS 9.1.3

Interestingly, re-stating the first problem in "long form" rather than the
sum notation that makes PROC OPTMODEL attractive works:

proc optmodel;
   var add_amt init 0;
   number rate = 0.08;
   number c = -30000;

   min z = add_amt + add_amt/(1+rate) + add_amt/(1+rate)**2 +
     add_amt/(1+rate)**3 + add_amt/(1+rate)**4 + c/(1+rate)**5 +
     c/(1+rate)**6 + c/(1+rate)**7 + c/(1+rate)**8  + c/(1+rate)**9 +
     c/(1+rate)**10  + c/(1+rate)**11 + c/(1+rate)**12;
   con z = 0;
   solve;
   print add_amt 8.2;
quit;