The OPTMILP Procedure

The OPTMILP procedure solves mixed-integer linear programming problems with a linear-programming-based branch-and-bound algorithm that has been improved for SAS/OR 9.22. The algorithmic improvements result from incorporating new techniques in the presolver and cutting planes, better application of primal heuristics, an improved branch-and-bound strategy, and an improved strategy for handling feasibility problems. Improvements to the presolver include variable and constraint reductions based on logical implications among binary variables and generalized variable substitutions. Two new cutting plane routines (mixed 0-1 lifted inequalities and zero-half cuts) have been added, and improvements have been made to clique, Gomory mixed integer, and mixed integer rounding (MIR) cutting plane routines.

The resulting improvements in efficiency enable you to use PROC OPTMILP to solve larger and more complex optimization problems in a shorter time than with previous SAS/OR releases.