SAS/OR(R) 9.2 User's Guide: Mathematical Programming
Acknowledgments- What's New in SAS/OR 9.2
Using This Book- Introduction to Optimization
- The INTPOINT Procedure
- Overview: INTPOINT Procedure
- Introduction
- 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
- Macro Variable _ORINTPO
- Memory Limit
- Examples: INTPOINT Procedure
- Example 2.1: Production, Inventory, Distribution Problem
- Example 2.2: Altering Arc Data
- Example 2.3: Adding Side Constraints
- Example 2.4: Using Constraints and More Alteration to Arc Data
- Example 2.5: Nonarc Variables in the Side Constraints
- Example 2.6: Solving an LP Problem with Data in MPS Format
- Example 2.7: Converting to an MPS-Format SAS Data Set
- References
- The LP Procedure
- Overview: LP Procedure
- Getting Started: LP Procedure
- Syntax: LP Procedure
- 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
- Example 3.1: An Oil Blending Problem
- Example 3.2: A Sparse View of the Oil Blending Problem
- Example 3.3: Sensitivity Analysis: Changes in Objective Coefficients
- Example 3.4: Additional Sensitivity Analysis
- Example 3.5: Price Parametric Programming for the Oil Blending Problem
- Example 3.6: Special Ordered Sets and the Oil Blending Problem
- Example 3.7: Goal-Programming a Product Mix Problem
- Example 3.8: A Simple Integer Program
- Example 3.9: An Infeasible Problem
- Example 3.10: Restarting an Integer Program
- Example 3.11: Alternative Search of the Branch-and-Bound Tree
- Example 3.12: An Assignment Problem
- Example 3.13: A Scheduling Problem
- Example 3.14: A Multicommodity Transshipment Problem with Fixed Charges
- Example 3.15: Converting to an MPS-Format SAS Data Set
- References
- The NLP Procedure
- Overview: NLP Procedure
- Getting Started: NLP Procedure
- 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
- Example 4.1: Using the DATA= Option
- Example 4.2: Using the INQUAD= Option
- Example 4.3: Using the INEST=Option
- Example 4.4: Restarting an Optimization
- Example 4.5: Approximate Standard Errors
- Example 4.6: Maximum Likelihood Weibull Estimation
- Example 4.7: Simple Pooling Problem
- Example 4.8: Chemical Equilibrium
- Example 4.9: Minimize Total Delay in a Network
- References
- The NETFLOW Procedure
- Overview: NETFLOW Procedure
- Getting Started: NETFLOW Procedure
- 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
- Generalized Networks: NETFLOW Procedure
- Using the New EXCESS= Option in Pure Networks: NETFLOW Procedure
- Using the New EXCESS= Option in Generalized Networks: NETFLOW Procedure
- Examples: NETFLOW Procedure
- Example 5.1: Shortest Path Problem
- Example 5.2: Minimum Cost Flow Problem
- Example 5.3: Using a Warm Start
- Example 5.4: Production, Inventory, Distribution Problem
- Example 5.5: Using an Unconstrained Solution Warm Start
- Example 5.6: Adding Side Constraints, Using a Warm Start
- Example 5.7: Using a Constrained Solution Warm Start
- Example 5.8: Nonarc Variables in the Side Constraints
- Example 5.9: Pure Networks: Using the EXCESS= Option
- Example 5.10: Maximum Flow Problem
- Example 5.11: Generalized Networks: Using the EXCESS= Option
- Example 5.12: Generalized Networks: Maximum Flow Problem
- Example 5.13: Machine Loading Problem
- Example 5.14: Generalized Networks: Distribution Problem
- Example 5.15: Converting to an MPS-Format SAS Data Set
- References
- The OPTMODEL Procedure
- Overview: OPTMODEL Procedure
- Getting Started: OPTMODEL Procedure
- OPTMODEL Modeling Language: Basic Concepts
- Syntax: OPTMODEL Procedure
- OPTMODEL Expression Extensions
- AND Aggregation Expression
- CARD Function
- CROSS Expression
- DIFF Expression
- IF-THEN/ELSE Expression
- IN Expression
- Index Set Expression
- INTER Expression
- INTER Aggregation Expression
- MAX Aggregation Expression
- MIN Aggregation Expression
- OR Aggregation Expression
- PROD Aggregation Expression
- Range Expression
- Set Constructor Expression
- Set Literal Expression
- SETOF Aggregation Expression
- SLICE Expression
- SUM Aggregation Expression
- SYMDIFF Expression
- Tuple Expression
- UNION Expression
- UNION Aggregation Expression
- WITHIN Expression
- Details: OPTMODEL Procedure
- Examples: OPTMODEL Procedure
- Rewriting NLP Models for PROC OPTMODEL
- References
- The Interior Point Nonlinear Programming Solver -- Experimental
- The Linear Programming Solver
- The Mixed Integer Linear Programming Solver
- The NLPC Nonlinear Optimization Solver
- The Unconstrained Nonlinear Programming Solver
- The Quadratic Programming Solver -- Experimental
- The Sequential Quadratic Programming Solver
- The MPS-Format SAS Data Set
- The OPTLP Procedure
- Overview: OPTLP Procedure
- Getting Started: OPTLP Procedure
- Syntax: OPTLP Procedure
- Details: OPTLP Procedure
- Examples: OPTLP Procedure
- Example 15.1: Oil Refinery Problem
- Example 15.2: Using the Interior Point Solver
- Example 15.3: The Diet Problem
- Example 15.4: Reoptimizing after Modifying the Objective Function
- Example 15.5: Reoptimizing after Modifying the Right-Hand Side
- Example 15.6: Reoptimizing after Adding a New Constraint
- Example 15.7: Finding an Irreducible Infeasible Set
- References
- The OPTMILP Procedure
- The OPTQP Procedure
Index here
| Product | Release |
|---|---|
| SAS/OR | 9.2 |
- Type
- Usage and Reference
- Copyright Date
- March 2008
- Last Updated
- 15Apr2008
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| Acknowledgments |
Software
The procedures in SAS/OR software were implemented by the Operations Research and Development Department. Substantial support was given to the project by other members of the Analytical Solutions Division. Core Development Division, Display Products Division, Graphics Division, and the Host Systems Division also contributed to this product.
In the following list, the name of the developer(s) currently supporting the procedure is listed.
| INTPOINT | Trevor Kearney | |
| LP | Ben-Hao Wang | |
| NETFLOW | Trevor Kearney | |
| NLP | Tao Huang | |
| OPTMODEL | Jack Rouse | |
| IPNLP Solver | Ioannis Akrotirianakis | |
| LP Simplex Solvers | Ben-Hao Wang, Hao Cheng, Yan Xu | |
| LP Iterative Interior Solver | Dmitry V. Golovashkin, Ivan Oliveira, Hao Cheng | |
| MILP Solver | Yan Xu, Matthew Galati, Jennie Hu | |
| NLPC Solver | Tao Huang | |
| NLPU Solver | Dmitry V. Golovashkin, Ivan Oliveira | |
| QP Solver | Dmitry V. Golovashkin, Ivan Oliveira | |
| SQP Solver | Wenwen Zhou | |
| OPTLP | Ben-Hao Wang, Hao Cheng, Yan Xu, Kaihong Xu | |
| OPTQP | Dmitry V. Golovashkin, Ivan Oliveira, Wenwen Zhou, Kaihong Xu | |
| OPTMILP | Yan Xu, Matthew Galati, Jennie Hu, Kaihong Xu | |
| MPS-Format SAS Data Set | Hao Cheng | |
| ODS Output | Kaihong Xu | |
| LP and MILP Pre-solve | Yan Xu | |
| QP Pre-solve | Wenwen Zhou | |
| Linear Algebra Specialist | Alexander Andrianov |
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Copyright © 2007 by SAS Institute Inc., Cary, NC, USA. All rights reserved.