Using Proc OPTMODEL to Solve Linear Programming Problems
Your company has decided to invest 500,000 of its profits. You have been given the task of investing this money. You should aim for the maximum return.
"As per your companies' policy, there are limits on how you can invest the money. You must invest at least 40% of the money into Equity or Property. The amount invested in Equity must be at most twice the amount invested in Bonds. You may only invest 10% of the capital in the Money market.
Your objective is to maximise the return on capital entrusted in you."
The following PDF file contains the solution for the above problem. It explains how to generate the equations needed to solve the problem and uses SAS's Proc OPTMODEL procedure to reach the final solution.