The MPS-Format SAS Data Set

QSECTION Section (Optional)

The QSECTION section is needed only to describe quadratic programming problems. It specifies the coefficients of the quadratic terms in the objective function.

  • Indicator record:

    Field1

    Field2

    Field3

    Field4

    Field5

    Field6

    QSECTION or QUADOBJ

    Blank

    Blank

    .

    Blank

    .

  • Data record:

    Field1

    Field2

    Field3

    Field4

    Field5

    Field6

    Blank

    Column name

    Column name

    Coefficient in objective function

    Blank

    .

Notes:

  1. The QSECTION section can appear only in PROC OPTQP and should not appear in PROC OPTLP. For PROC OPTLP, an error is reported when the submitted data set contains a QSECTION section. For PROC OPTQP, if the QSECTION section is not specified, or if there is no valid data record in the QSECTION section, then the LP solver is used to solve quadratic programming problems.

  2. The variables field2 and field3 contain the names of the columns that form a quadratic term in the objective function. They must have been defined in the COLUMNS section. They need not refer to the same column. Zero entries should not be specified.

  3. Duplicate entries of a quadratic term are not allowed. This means the combination of (field2, field3) must be unique, where $(k, j)$ and $(j, k)$ are considered to be the same combination.

  4. If field4 of one data record is missing or takes a value of zero, then this data record is ignored.