The OPTMILP Procedure

The OPTMILP procedure solves mixed-integer linear programming problems with an LP-based branch-and-bound algorithm that has been completely rewritten for this release. The algorithm also implements advanced techniques including presolvers, cutting planes, and primal heuristics. The resulting improvements in efficiency enable you to use PROC OPTMILP to solve larger and more complex optimization problems than you could solve with previous releases of SAS/OR.

PROC OPTMILP accepts mixed-integer linear programming problems that are submitted in an MPS-format SAS data set.

New in SAS/OR 9.2, the value "2" for the PRINTLEVEL= option directs the OPTMILP procedure to produce an ODS table called "ProblemStatistics" in addition to the "ProblemSummary" and "SolutionSummary" ODS tables that are produced for PRINTLEVEL=1.