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 16, The MPS-Format SAS Data Set, for details about the MPS-format data set.