| Introduction to Optimization |
PROC OPTMILP
The OPTMILP procedure solves general mixed integer linear programs (MILPs) - linear programs in which a subset of the decision variables are constrained to be integers. The OPTMILP procedure solves MILPs with an LP-based branch-and-bound algorithm augmented by advanced techniques such as cutting planes and primal heuristics.
The OPTMILP procedure requires a MILP to be specified using a SAS data set that adheres to the MPS format. See Chapter 14, "The MPS-Format SAS Data Set," for details about the MPS-format data set.
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