The OPTQP procedure solves quadratic programs—problems with quadratic objective function and a collection of linear constraints, including general linear constraints along with lower and/or upper bounds on the decision variables.

You can specify the problem input data in one of two formats: QPS-format flat file or QPS-format SAS data set. For details on the QPS-format data specification, refer to Chapter 16, The MPS-Format SAS Data Set. For more details on the OPTQP procedure, refer to Chapter 19, The OPTQP Procedure.