• 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
    • Overview
    • Linear Programming Problems
      • The OPTLP Procedure
      • The OPTMODEL Procedure
    • Mixed Integer Linear Problems
      • The OPTMILP Procedure
      • The OPTMODEL Procedure
    • Quadratic Programming Problems
      • The OPTQP Procedure
      • The OPTMODEL Procedure
    • Nonlinear Problems
      • The OPTMODEL Procedure
    • Model Building with PROC OPTMODEL
    • References
  • Shared Concepts and Topics
    • Parallel Computing
    • Syntax
      • PERFORMANCE Statement
    • ODS Tables
    • Memory Limit
    • Numerical Difficulties
    • References
  • The OPTMODEL Procedure
    • Overview: OPTMODEL Procedure
    • Getting Started: OPTMODEL Procedure
      • An Unconstrained Optimization Example
      • The Rosenbrock Problem
      • A Transportation Problem
    • OPTMODEL Modeling Language: Basic Concepts
      • Named Parameters
      • Indexing
      • Types
      • Names
      • Parameters
      • Expressions
      • Identifier Expressions
      • Function Expressions
      • Index Sets
    • Syntax: OPTMODEL Procedure
      • Functional Summary
      • PROC OPTMODEL Statement
      • Declaration Statements
      • Programming Statements
    • 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
      • Conditions of Optimality
      • Data Set Input/Output
      • Control Flow
      • Formatted Output
      • ODS Table and Variable Names
      • Constraints
      • Suffixes
      • Integer Variable Suffixes
      • Dual Values
      • Reduced Costs
      • Presolver
      • Model Update
      • Multiple Subproblems
      • Problem Symbols
      • OPTMODEL Options
      • Automatic Differentiation
      • Conversions
      • More on Index Sets
      • Threaded Processing
      • Macro Variable _OROPTMODEL_
    • Examples: OPTMODEL Procedure
      • Matrix Square Root
      • Reading From and Creating a Data Set
      • Model Construction
      • Set Manipulation
      • Multiple Subproblems
      • Traveling Salesman Problem
    • Rewriting PROC NLP Models for PROC OPTMODEL
    • References
  • The Linear Programming Solver
    • Overview: LP Solver
    • Getting Started: LP Solver
    • Syntax: LP Solver
      • Functional Summary
      • LP Solver Options
    • Details: LP Solver
      • Presolve
      • Pricing Strategies for the Primal and Dual Simplex Solvers
      • The Network Simplex Algorithm
      • The Interior Point Algorithm
      • Iteration Log for the Primal and Dual Simplex Solvers
      • Iteration Log for the Network Simplex Solver
      • Iteration Log for the Interior Point Solver
      • Iteration Log for the Crossover Algorithm
      • Concurrent LP
      • Problem Statistics
      • Variable and Constraint Status
      • Irreducible Infeasible Set
      • Macro Variable _OROPTMODEL_
    • Examples: LP Solver
      • Diet Problem
      • Reoptimizing the Diet Problem Using BASIS=WARMSTART
      • Two-Person Zero-Sum Game
      • Finding an Irreducible Infeasible Set
      • Using the Network Simplex Solver
      • Migration to OPTMODEL: Generalized Networks
      • Migration to OPTMODEL: Maximum Flow
      • Migration to OPTMODEL: Production, Inventory, Distribution
      • Migration to OPTMODEL: Shortest Path
    • References
  • The Mixed Integer Linear Programming Solver
    • Overview: MILP Solver
    • Getting Started: MILP Solver
    • Syntax: MILP Solver
      • Functional Summary
      • MILP Solver Options
    • Details: MILP Solver
      • Branch-and-Bound Algorithm
      • Controlling the Branch-and-Bound Algorithm
      • Presolve and Probing
      • Cutting Planes
      • Primal Heuristics
      • Node Log
      • Problem Statistics
      • Macro Variable _OROPTMODEL_
    • Examples: MILP Solver
      • Scheduling
      • Multicommodity Transshipment Problem with Fixed Charges
      • Facility Location
      • Traveling Salesman Problem
    • References
  • The Nonlinear Programming Solver
    • Overview: NLP Solver
    • Getting Started: NLP Solver
      • A Simple Problem
      • A Larger Optimization Problem
      • An Optimization Problem with Many Local Minima
    • Syntax: NLP Solver
      • Functional Summary
      • NLP Solver Options
    • Details: NLP Solver
      • Basic Definitions and Notation
      • Constrained Optimization
      • Interior Point Algorithm
      • Active-Set Method
      • Multistart
      • Iteration Log for the Local Solver
      • Iteration Log for Multistart
      • Solver Termination Criterion
      • Solver Termination Messages
      • Macro Variable _OROPTMODEL_
    • Examples: NLP Solver
      • Solving Highly Nonlinear Optimization Problems
      • Solving Unconstrained and Bound-Constrained Optimization Problems
      • Solving NLP Problems with Range Constraints
      • Solving Large-Scale NLP Problems
      • Solving NLP Problems That Have Several Local Minima
    • References
  • The Quadratic Programming Solver
    • Overview: QP Solver
    • Getting Started: QP Solver
    • Syntax: QP Solver
      • Functional Summary
      • QP Solver Options
    • Details: QP Solver
      • Interior Point Algorithm: Overview
      • Iteration Log
      • Problem Statistics
      • Macro Variable _OROPTMODEL_
    • Examples: QP Solver
      • Linear Least Squares Problem
      • Portfolio Optimization
      • Portfolio Selection with Transactions
    • References
  • The OPTLP Procedure
    • Overview: OPTLP Procedure
    • Getting Started: OPTLP Procedure
    • Syntax: OPTLP Procedure
      • Functional Summary
      • PROC OPTLP Statement
      • Decomposition Algorithm Statements
      • PERFORMANCE Statement
    • Details: OPTLP Procedure
      • Data Input and Output
      • Presolve
      • Pricing Strategies for the Primal and Dual Simplex Solvers
      • Warm Start for the Primal and Dual Simplex Solvers
      • The Network Simplex Algorithm
      • The Interior Point Algorithm
      • Iteration Log for the Primal and Dual Simplex Solvers
      • Iteration Log for the Network Simplex Solver
      • Iteration Log for the Interior Point Solver
      • Iteration Log for the Crossover Algorithm
      • Concurrent LP
      • ODS Tables
      • Irreducible Infeasible Set
      • Macro Variable _OROPTLP_
    • Examples: OPTLP Procedure
      • Oil Refinery Problem
      • Using the Interior Point Solver
      • The Diet Problem
      • Reoptimizing after Modifying the Objective Function
      • Reoptimizing after Modifying the Right-Hand Side
      • Reoptimizing after Adding a New Constraint
      • Finding an Irreducible Infeasible Set
      • Using the Network Simplex Solver
    • References
  • The OPTMILP Procedure
    • Overview: OPTMILP Procedure
    • Getting Started: OPTMILP Procedure
    • Syntax: OPTMILP Procedure
      • Functional Summary
      • PROC OPTMILP Statement
      • Decomposition Algorithm Statements
      • PERFORMANCE Statement
      • TUNER Statement
    • Details: OPTMILP Procedure
      • Data Input and Output
      • Warm Start
      • Branch-and-Bound Algorithm
      • Controlling the Branch-and-Bound Algorithm
      • Presolve and Probing
      • Cutting Planes
      • Primal Heuristics
      • Node Log
      • ODS Tables
      • Macro Variable _OROPTMILP_
    • Examples: OPTMILP Procedure
      • Simple Integer Linear Program
      • MIPLIB Benchmark Instance
      • Facility Location
      • Scheduling
    • References
  • The OPTQP Procedure
    • Overview: OPTQP Procedure
    • Getting Started: OPTQP Procedure
    • Syntax: OPTQP Procedure
      • Functional Summary
      • PROC OPTQP Statement
      • PERFORMANCE Statement
    • Details: OPTQP Procedure
      • Output Data Sets
      • Interior Point Algorithm: Overview
      • Iteration Log for the OPTQP Procedure
      • ODS Tables
      • Macro Variable _OROPTQP_
    • Examples: OPTQP Procedure
      • Linear Least Squares Problem
      • Portfolio Optimization
      • Portfolio Selection with Transactions
    • References
  • The Decomposition Algorithm
    • Overview: Decomposition Algorithm
    • Getting Started: Decomposition Algorithm
      • Solving a MILP with DECOMP and PROC OPTMODEL
      • Solving a MILP with DECOMP and PROC OPTMILP
    • Syntax: Decomposition Algorithm
      • Decomposition Algorithm Options in the PROC OPTLP Statement or the SOLVE WITH LP Statement in PROC OPTMODEL
      • Decomposition Algorithm Options in the PROC OPTMILP Statement or the SOLVE WITH MILP Statement in PROC OPTMODEL
      • DECOMP Statement
      • DECOMP_MASTER Statement
      • DECOMP_MASTER_IP Statement
      • DECOMP_SUBPROB Statement
    • Details: Decomposition Algorithm
      • Data Input
      • Decomposition Algorithm
      • Parallel Execution
      • Log for the Decomposition Algorithm
    • Examples: Decomposition Algorithm
      • Multicommodity Flow Problem
      • Generalized Assignment Problem
      • Block-Diagonal Structure and METHOD=AUTO in Single-Machine Mode
      • Block-Diagonal Structure and METHOD=AUTO in Distributed Mode
      • Resource Allocation Problem
      • ATM Cash Management in Single-Machine Mode
      • ATM Cash Management in Distributed Mode
    • References
  • The OPTMILP Option Tuner
    • Overview: The OPTMILP Option Tuner
    • Getting Started: The OPTMILP Option Tuner
    • Syntax: The OPTMILP Option Tuner
      • Functional Summary
      • PERFORMANCE Statement
      • TUNER Statement
    • Details: The OPTMILP Option Tuner
      • Data Input and Output
      • Default Set of Tuning Options
      • Full Set of Tuning Options
      • Tuner Log
      • ODS Tables
    • Examples: The OPTMILP Option Tuner
      • Tuning the Default Set of Options for a Single Problem
      • Tuning a Defined Set of Options for Multiple Problems
      • Tuning a Defined Set of Options for Multiple Problems in Distributed Mode
    • References
  • The MPS-Format SAS Data Set
    • Overview: MPS-Format SAS Data Set
      • Observations
      • Order of Sections
    • Sections Format: MPS-Format SAS Data Set
      • NAME Section
      • ROWS Section
      • COLUMNS Section
      • RHS Section (Optional)
      • RANGES Section (Optional)
      • BOUNDS Section (Optional)
      • BRANCH Section (Optional)
      • QSECTION Section
      • ENDATA Section
    • Details: MPS-Format SAS Data Set
      • Converting an MPS/QPS-Format File: %MPS2SASD
      • Length of Variables
    • Examples: MPS-Format SAS Data Set
      • MPS-Format Data Set for a Product Mix Problem
      • Fixed-MPS-Format File
      • Free-MPS-Format File
      • Using the %MPS2SASD Macro
    • References


ProductRelease
SAS/OR12.3
Type
Usage and Reference
Copyright Date
July 2013
Last Updated
10Sep2013