****************************************************
*   TARGET MOTAD PROBLEM                           *
*   FINANCIAL INVESTMENT PROBLEM                   *
*   DSN = TMOTAD-IV.SAS                            *
****************************************************;

DATA LP;
INPUT _TYPE_ $  _ROW_ $  _COL_ $  _COEF_;
CARDS;
MAX       PROFIT       .                          .
.         PROFIT       FUTURES                0.066
.         PROFIT       STOCKS                 0.050
.         PROFIT       SAVINGS                0.037
LE        CAPITAL      STOCKS                   1.0
.         CAPITAL      FUTURES                  1.0
.         CAPITAL      SAVINGS                  1.0
.         CAPITAL      _RHS_               100000.0
;


PROC LP SPARSEDATA  ;
     TITLE 'LP SOLUTION -- INVESTMENT PROBLEM';

RUN;


DATA MOTAD;
INPUT _TYPE_ $  _ROW_ $  _COL_ $  _COEF_;
CARDS;
MAX       PROFIT       .                          .
.         PROFIT       FUTURES                0.066
.         PROFIT       STOCKS                 0.050
.         PROFIT       SAVINGS                0.037
LE        CAPITAL      STOCKS                   1.0
.         CAPITAL      FUTURES                  1.0
.         CAPITAL      SAVINGS                  1.0
.         CAPITAL      _RHS_               100000.0
GE        YEAR1        FUTURES                0.184
.         YEAR1        STOCKS                  0.01
.         YEAR1        SAVINGS               -0.003
.         YEAR1        Y1                       1.0
.         YEAR1        _RHS_                    0.0
GE        YEAR2        FUTURES               -0.186
.         YEAR2        STOCKS                  0.02
.         YEAR2        SAVINGS               -0.006
.         YEAR2        Y2                       1.0
.         YEAR2        _RHS_                    0.0
GE        YEAR3        FUTURES                0.034
.         YEAR3        STOCKS                  0.04
.         YEAR3        SAVINGS                0.001
.         YEAR3        Y3                       1.0
.         YEAR3        _RHS_                    0.0
GE        YEAR4        FUTURES                0.084
.         YEAR4        STOCKS                 -0.06
.         YEAR4        SAVINGS                0.003
.         YEAR4        Y4                       1.0
.         YEAR4        _RHS_                    0.0
GE        YEAR5        FUTURES                0.014
.         YEAR5        STOCKS                  0.04
.         YEAR5        SAVINGS               -0.001
.         YEAR5        Y5                       1.0
.         YEAR5        _RHS_                    0.0
GE        YEAR6        FUTURES               -0.316
.         YEAR6        STOCKS                  0.00
.         YEAR6        SAVINGS               -0.003
.         YEAR6        Y6                       1.0
.         YEAR6        _RHS_                    0.0
GE        YEAR7        FUTURES               -0.096
.         YEAR7        STOCKS                  0.00
.         YEAR7        SAVINGS                0.004
.         YEAR7        Y7                       1.0
.         YEAR7        _RHS_                    0.0
GE        YEAR8        FUTURES                0.064
.         YEAR8        STOCKS                 -0.07
.         YEAR8        SAVINGS                0.001
.         YEAR8        Y8                       1.0
.         YEAR8        _RHS_                    0.0
GE        YEAR9        FUTURES                0.134
.         YEAR9        STOCKS                  0.00
.         YEAR9        SAVINGS                0.008
.         YEAR9        Y9                       1.0
.         YEAR9        _RHS_                    0.0
GE        YEAR10       FUTURES                0.084
.         YEAR10       STOCKS                  0.02
.         YEAR10       SAVINGS                0.000
.         YEAR10       Y10                      1.0
.         YEAR10       _RHS_                    0.0
LE        ROWY         Y1                       0.1
.         ROWY         Y2                       0.1
.         ROWY         Y3                       0.1
.         ROWY         Y4                       0.1
.         ROWY         Y5                       0.1
.         ROWY         Y6                       0.1
.         ROWY         Y7                       0.1
.         ROWY         Y8                       0.1
.         ROWY         Y9                       0.1
.         ROWY         Y10                      0.1
.         ROWY         _RHS_                    0.0
RHSSEN    ROWY         _RHSSEN_                 1.0
;


PROC LP SPARSEDATA RHSPHI=150000 PARAPRINT ;
     TITLE 'MOTAD PROBLEM -- INVESTMENT PROBLEM';

RUN;


DATA TMOTAD;
INPUT _TYPE_ $  _ROW_ $  _COL_ $  _COEF_;
CARDS;
MAX       PROFIT       .                          .
.         PROFIT       FUTURES                0.066
.         PROFIT       STOCKS                 0.050
.         PROFIT       SAVINGS                0.037
LE        CAPITAL      STOCKS                   1.0
.         CAPITAL      FUTURES                  1.0
.         CAPITAL      SAVINGS                  1.0
.         CAPITAL      _RHS_               100000.0
GE        YEAR1        FUTURES                 0.25
.         YEAR1        STOCKS                  0.06
.         YEAR1        SAVINGS                0.034
.         YEAR1        Y1                       1.0
.         YEAR1        _RHS_                 5000.0
GE        YEAR2        FUTURES                -0.12
.         YEAR2        STOCKS                  0.07
.         YEAR2        SAVINGS                0.031
.         YEAR2        Y2                       1.0
.         YEAR2        _RHS_                 5000.0
GE        YEAR3        FUTURES                 0.10
.         YEAR3        STOCKS                  0.09
.         YEAR3        SAVINGS                0.038
.         YEAR3        Y3                       1.0
.         YEAR3        _RHS_                 5000.0
GE        YEAR4        FUTURES                 0.15
.         YEAR4        STOCKS                 -0.01
.         YEAR4        SAVINGS                0.040
.         YEAR4        Y4                       1.0
.         YEAR4        _RHS_                 5000.0
GE        YEAR5        FUTURES                 0.08
.         YEAR5        STOCKS                  0.09
.         YEAR5        SAVINGS                0.036
.         YEAR5        Y5                       1.0
.         YEAR5        _RHS_                 5000.0
GE        YEAR6        FUTURES                -0.25
.         YEAR6        STOCKS                  0.05
.         YEAR6        SAVINGS                0.034
.         YEAR6        Y6                       1.0
.         YEAR6        _RHS_                 5000.0
GE        YEAR7        FUTURES                -0.03
.         YEAR7        STOCKS                  0.05
.         YEAR7        SAVINGS                0.041
.         YEAR7        Y7                       1.0
.         YEAR7        _RHS_                 5000.0
GE        YEAR8        FUTURES                 0.13
.         YEAR8        STOCKS                 -0.02
.         YEAR8        SAVINGS                0.038
.         YEAR8        Y8                       1.0
.         YEAR8        _RHS_                 5000.0
GE        YEAR9        FUTURES                 0.20
.         YEAR9        STOCKS                  0.05
.         YEAR9        SAVINGS                0.045
.         YEAR9        Y9                       1.0
.         YEAR9        _RHS_                 5000.0
GE        YEAR10       FUTURES                 0.15
.         YEAR10       STOCKS                  0.07
.         YEAR10       SAVINGS                0.037
.         YEAR10       Y10                      1.0
.         YEAR10       _RHS_                 5000.0
LE        ROWY         Y1                       0.1
.         ROWY         Y2                       0.1
.         ROWY         Y3                       0.1
.         ROWY         Y4                       0.1
.         ROWY         Y5                       0.1
.         ROWY         Y6                       0.1
.         ROWY         Y7                       0.1
.         ROWY         Y8                       0.1
.         ROWY         Y9                       0.1
.         ROWY         Y10                      0.1
.         ROWY         _RHS_                20000.0
RHSSEN    ROWY         _RHSSEN_                -1.0
;


PROC LP SPARSEDATA RHSPHI=150000 PARAPRINT ;
     TITLE 'TARGET MOTAD PROBLEM -- INVESTMENT PROBLEM';

RUN;