• Contents
  • About
  • Acknowledgments
    • Credits
      • Documentation
      • Software
      • Support Groups
    • Acknowledgments
  • What’s New in SAS/OR 12.1, 12.2, and 12.3
    • Overview
      • Highlights of Enhancements in SAS/OR 12.3
      • Highlights of Enhancements in SAS/OR 12.1
    • The CLP Procedure
    • The DTREE, GANTT, and NETDRAW Procedures
    • Supporting Technologies for Optimization
    • PROC OPTMODEL: Nonlinear Optimization
    • Linear Optimization with PROC OPTMODEL and PROC OPTLP
    • Mixed Integer Linear Optimization with PROC OPTMODEL and PROC OPTMILP
    • The Decomposition Algorithm
    • Setting the Cutting Plane Strategy
    • Conflict Search
    • PROC OPTMILP: Option Tuning
    • PROC OPTMODEL: The SUBMIT Block
    • Network Optimization with PROC OPTNET
    • SAS Simulation Studio 12.1
  • Using This Book
    • Purpose
    • Organization
    • Typographical Conventions
    • Conventions for Examples
      • Accessing the SAS/OR Sample Library
      • Online Documentation
    • Additional Documentation for SAS/OR Software
  • Introduction to Optimization
    • Important Information Regarding the Legacy Procedures
      • Migrating from the Legacy Procedures
    • Overview
    • Linear Programming Problems
      • PROC LP
      • PROC INTPOINT
    • Mixed Integer Linear Programming Problems
      • PROC LP
    • Network Problems
      • PROC NETFLOW
    • Nonlinear Problems
      • The NLP Procedure
    • Model Building
      • The LP Procedure
      • The NETFLOW Procedure
    • Matrix Generation
    • Exploiting Model Structure
    • Report Writing
      • The DATA Step
      • Other Reporting Procedures
  • The INTPOINT Procedure
    • Overview: INTPOINT Procedure
      • Mathematical Description of NPSC
      • Mathematical Description of LP
      • The Interior Point Algorithm
      • Network Models
    • Introduction
      • Getting Started: NPSC Problems
      • Getting Started: LP Problems
      • Typical PROC INTPOINT Run
    • Syntax: INTPOINT Procedure
      • Functional Summary
      • Dictionary of Options
      • PROC INTPOINT Statement
      • CAPACITY Statement
      • COEF Statement
      • COLUMN Statement
      • COST Statement
      • DEMAND Statement
      • HEADNODE Statement
      • ID Statement
      • LO Statement
      • NAME Statement
      • NODE Statement
      • QUIT Statement
      • RHS Statement
      • ROW Statement
      • RUN Statement
      • SUPDEM Statement
      • SUPPLY Statement
      • TAILNODE Statement
      • TYPE Statement
      • VAR Statement
    • Details: INTPOINT Procedure
      • Input Data Sets
      • Output Data Sets
      • Converting Any PROC INTPOINT Format to an MPS-Format SAS Data Set
      • Case Sensitivity
      • Loop Arcs
      • Multiple Arcs
      • Flow and Value Bounds
      • Tightening Bounds and Side Constraints
      • Reasons for Infeasibility
      • Missing S Supply and Missing D Demand Values
      • Balancing Total Supply and Total Demand
      • How to Make the Data Read of PROC INTPOINT More Efficient
      • Stopping Criteria
    • Examples: INTPOINT Procedure
      • Production, Inventory, Distribution Problem
      • Altering Arc Data
      • Adding Side Constraints
      • Using Constraints and More Alteration to Arc Data
      • Nonarc Variables in the Side Constraints
      • Solving an LP Problem with Data in MPS Format
      • Converting to an MPS-Format SAS Data Set
      • Migration to OPTMODEL: Production, Inventory, Distribution
    • References
  • The LP Procedure
    • Overview: LP Procedure
    • Getting Started: LP Procedure
      • An Introductory Example
      • An Integer Programming Example
      • An MPS Format to Sparse Format Conversion Example
    • Syntax: LP Procedure
      • Functional Summary
      • Dictionary of Options
      • PROC LP Statement
      • COEF Statement
      • COL Statement
      • ID Statement
      • IPIVOT Statement
      • PIVOT Statement
      • PRINT Statement
      • QUIT Statement
      • RANGE Statement
      • RESET Statement
      • RHS Statement
      • RHSSEN Statement
      • ROW Statement
      • RUN Statement
      • SHOW Statement
      • TYPE Statement
      • VAR Statement
    • Details: LP Procedure
      • Missing Values
      • Dense Data Input Format
      • Sparse Data Input Format
      • Converting Any PROC LP Format to an MPS-Format SAS Data Set
      • Converting Standard MPS Format to Sparse Format
      • The Reduced Costs, Dual Activities, and Current Tableau
      • Macro Variable _ORLP_
      • Pricing
      • Scaling
      • Preprocessing
      • Integer Programming
      • Sensitivity Analysis
      • Range Analysis
      • Parametric Programming
      • Interactive Facilities
      • Memory Management
      • Output Data Sets
      • Input Data Sets
      • Displayed Output
      • ODS Table and Variable Names
      • Memory Limit
    • Examples: LP Procedure
      • An Oil Blending Problem
      • A Sparse View of the Oil Blending Problem
      • Sensitivity Analysis: Changes in Objective Coefficients
      • Additional Sensitivity Analysis
      • Price Parametric Programming for the Oil Blending Problem
      • Special Ordered Sets and the Oil Blending Problem
      • Goal-Programming a Product Mix Problem
      • A Simple Integer Program
      • An Infeasible Problem
      • Restarting an Integer Program
      • Alternative Search of the Branch-and-Bound Tree
      • An Assignment Problem
      • A Scheduling Problem
      • A Multicommodity Transshipment Problem with Fixed Charges
      • Converting to an MPS-Format SAS Data Set
      • Migration to OPTMODEL: Assignment
      • Migration to OPTMODEL: Multicommodity Transshipment
    • References
  • The NETFLOW Procedure
    • Overview: NETFLOW Procedure
      • Introduction
      • Network Models
      • Side Constraints
      • Advantages of Network Models over LP Models
      • Mathematical Description of NPSC
      • Flow Conservation Constraints
      • Nonarc Variables
      • Warm Starts
    • Getting Started: NETFLOW Procedure
      • Introductory Example
    • Syntax: NETFLOW Procedure
      • Functional Summary
      • Dictionary of Options
      • Interactivity
      • PROC NETFLOW Statement
      • CAPACITY Statement
      • COEF Statement
      • COLUMN Statement
      • CONOPT Statement
      • COST Statement
      • DEMAND Statement
      • HEADNODE Statement
      • ID Statement
      • LO Statement
      • MULT Statement
      • NAME Statement
      • NODE Statement
      • PIVOT Statement
      • PRINT Statement
      • QUIT Statement
      • RESET Statement
      • RHS Statement
      • ROW Statement
      • RUN Statement
      • SAVE Statement
      • SHOW Statement
      • SUPDEM Statement
      • SUPPLY Statement
      • TAILNODE Statement
      • TYPE Statement
      • VAR Statement
    • Details: NETFLOW Procedure
      • Input Data Sets
      • Output Data Sets
      • Converting Any PROC NETFLOW Format to an MPS-Format SAS Data Set
      • Case Sensitivity
      • Loop Arcs
      • Multiple Arcs
      • Pricing Strategies
      • Dual Variables, Reduced Costs, and Status
      • The Working Basis Matrix
      • Flow and Value Bounds
      • Tightening Bounds and Side Constraints
      • Reasons for Infeasibility
      • Missing S Supply and Missing D Demand Values
      • Balancing Total Supply and Total Demand
      • Warm Starts
      • How to Make the Data Read of PROC NETFLOW More Efficient
      • Macro Variable _ORNETFL
      • Memory Limit
    • The Interior Point Algorithm: NETFLOW Procedure
      • Introduction
      • Network Models: Interior Point Algorithm
      • Linear Programming Models: Interior Point Algorithm
    • Generalized Networks: NETFLOW Procedure
      • What Is a Generalized Network?
      • How to Specify Data for Arc Multipliers
    • Using the New EXCESS= Option in Pure Networks: NETFLOW Procedure
      • Handling Excess Supply or Demand
      • Handling Missing Supply and Demand Simultaneously
      • Maximum Flow Problems
      • Handling Supply and Demand Ranges
    • Using the New EXCESS= Option in Generalized Networks: NETFLOW Procedure
      • Total Supply and Total Demand: How Generalized Networks Differ from Pure Networks
      • The EXCESS=SUPPLY Option
      • The EXCESS=DEMAND Option
    • Examples: NETFLOW Procedure
      • Shortest Path Problem
      • Minimum Cost Flow Problem
      • Using a Warm Start
      • Production, Inventory, Distribution Problem
      • Using an Unconstrained Solution Warm Start
      • Adding Side Constraints, Using a Warm Start
      • Using a Constrained Solution Warm Start
      • Nonarc Variables in the Side Constraints
      • Pure Networks: Using the EXCESS= Option
      • Maximum Flow Problem
      • Generalized Networks: Using the EXCESS= Option
      • Generalized Networks: Maximum Flow Problem
      • Machine Loading Problem
      • Generalized Networks: Distribution Problem
      • Converting to an MPS-Format SAS Data Set
      • Migration to OPTMODEL: Generalized Networks
      • Migration to OPTMODEL: Maximum Flow
      • Migration to OPTMODEL: Production, Inventory, Distribution
      • Migration to OPTMODEL: Shortest Path
    • References
  • The NLP Procedure
    • Overview: NLP Procedure
    • Getting Started: NLP Procedure
      • Introductory Examples
    • Syntax: NLP Procedure
      • Functional Summary
      • Dictionary of Options
      • PROC NLP Statement
      • ARRAY Statement
      • BOUNDS Statement
      • BY Statement
      • CRPJAC Statement
      • DECVAR Statement
      • GRADIENT Statement
      • HESSIAN Statement
      • INCLUDE Statement
      • JACNLC Statement
      • JACOBIAN Statement
      • LABEL Statement
      • LINCON Statement
      • MATRIX Statement
      • MIN, MAX, and LSQ Statements
      • MINQUAD and MAXQUAD Statements
      • NLINCON Statement
      • PROFILE Statement
      • Program Statements
    • Details: NLP Procedure
      • Criteria for Optimality
      • Optimization Algorithms
      • Finite-Difference Approximations of Derivatives
      • Hessian and CRP Jacobian Scaling
      • Testing the Gradient Specification
      • Termination Criteria
      • Active Set Methods
      • Feasible Starting Point
      • Line-Search Methods
      • Restricting the Step Length
      • Computational Problems
      • Covariance Matrix
      • Input and Output Data Sets
      • Displayed Output
      • Missing Values
      • Computational Resources
      • Memory Limit
    • Examples: NLP Procedure
      • Using the DATA= Option
      • Using the INQUAD= Option
      • Using the INEST=Option
      • Restarting an Optimization
      • Approximate Standard Errors
      • Maximum Likelihood Weibull Estimation
      • Simple Pooling Problem
      • Chemical Equilibrium
      • Minimize Total Delay in a Network
    • Rewriting NLP Models for PROC OPTMODEL
    • References


ProductRelease
SAS/OR12.3
Type
Usage and Reference
Copyright Date
July 2013
Last Updated
08Jul2013