| The OPTMODEL Procedure |
Functional Summary
The statements and options available with PROC OPTMODEL are summarized by purpose in Table 6.5.
Table 6.5: Functional Summary| Description | Statement | Option |
| Declaration Statements: | ||
| declare constraint | CONSTRAINT | |
| declare maximization objective | MAX | |
| declare minimization objective | MIN | |
| declare number type parameter | NUMBER | |
| declare set type parameter | SET | |
| declare string type parameter | STRING | |
| declare optimization variables | VAR | |
| Programming Statements: | ||
| assign value to a variable or parameter | = | |
| invoke a library subroutine | CALL | |
| close opened file | CLOSEFILE | |
| terminate one iteration of a loop statement | CONTINUE | |
| create a new SAS data set and copy data into it from PROC OPTMODEL parameters and variables | CREATE DATA | |
| group a sequence of statements together as a single statement | DO | |
| execute statements repeatedly | DO (iterative) | |
| execute statements repeatedly until some condition is satisfied | DO UNTIL | |
| execute statements repeatedly while some condition is satisfied | DO WHILE | |
| ignore the specified constraint | DROP | |
| print the specified constraint, variable, or objective declaration expressions after expanding aggregation operators, etc. | EXPAND | |
| select a file for the PUT statement | FILE | |
| treat a variable as fixed in value | FIX | |
| execute statement repeatedly | FOR | |
| execute statement conditionally | IF | |
| terminate the execution of the entire loop body | LEAVE | |
| null statement | ; | |
| output string and numeric data | ||
| write text data to the current output file | PUT | |
| read data from a SAS data set into PROC OPTMODEL parameters and variables | READ DATA | |
| set PROC OPTMODEL option values or restore them to their defaults | RESET OPTIONS | |
| add constraint that was previously dropped back into the model | RESTORE | |
| save the structure and coefficients for a linear programming model into a SAS data set | SAVE MPS | |
| save the structure and coefficients for a quadratic programming model into a SAS data set | SAVE QPS | |
| invoke an OPTMODEL solver | SOLVE | |
| halt the execution of all statements that contain it | STOP | |
| reverse the effect of FIX statement | UNFIX | |
| PROC OPTMODEL Options: | ||
| accuracy for nonlinear constraints | PROC OPTMODEL | CDIGITS= |
| the method used to approximate numeric derivatives | PROC OPTMODEL | FD= |
| accuracy for the objective function | PROC OPTMODEL | FDIGITS= |
| pass initial values for variables to solver | PROC OPTMODEL | INITVAR/NOINITVAR |
| tolerance for rounding the bounds on integer and binary variables | PROC OPTMODEL | INTFUZZ= |
| maximum length for MPS row and column labels | PROC OPTMODEL | MAXLABLEN= |
| check missing values | PROC OPTMODEL | MISSCHECK/NOMISSCHECK |
| number of digits to display | PROC OPTMODEL | PDIGITS= |
| adjust how two-dimensional array is displayed | PROC OPTMODEL | PMATRIX= |
| type of presolve performed by OPTMODEL presolver | PROC OPTMODEL | PRESOLVER= |
| tolerance enabling OPTMODEL presolver to remove slightly infeasible constraints | PROC OPTMODEL | PRESTOL= |
| width to display numeric columns | PROC OPTMODEL | PWIDTH= |
| the smallest difference that is permitted by the OPTMODEL presolver between the upper and lower bounds of an unfixed variable | PROC OPTMODEL | VARFUZZ= |
Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.