To solve a mixed integer linear program, you can specify the decomposition algorithm in a SOLVE WITH MILP statement in the OPTMODEL procedure or in a PROC OPTMILP statement in the OPTMILP procedure. To control the overall decomposition algorithm, you can specify one or more of the MILP solver options shown in Table 13.2. (As indicated, you can specify some options only in the PROC OPTMILP statement.)
The options in Table 13.2 control the overall process flow for solving a mixed integer linear program, and they are equivalent to the options used in the OPTMILP and OPTMODEL procedures with standard methods. These options are called main solver options in this chapter. They are described in detail in the section Syntax: MILP Solver and the section Syntax: OPTMILP Procedure.
Table 13.2: Options in the PROC OPTMILP Statement or SOLVE WITH MILP Statement
Description 
option 

Data Set Options (OPTMILP procedure only) 

Specifies the input data set 

Specifies the constraint activities output data set 

Specifies whether the model is a maximization or minimization problem 

Specifies the primal solution input data set (warm start) 

Specifies the primal solution output data set 

Presolve Option 

Specifies the type of presolve 

Control Options 

Specifies the stopping criterion based on an absolute objective gap 

Specifies the maximum violation of variables and constraints 

Specifies the maximum allowed difference between an integer variable’s value and an integer 

Specifies how frequently to print the node log 

Specifies the level of detail of solution progress to print in the log 

Specifies the maximum number of nodes to be processed 

Specifies the maximum number of solutions to be found 

Specifies the time limit for the optimization process 

Specifies the tolerance used when deciding on the optimality of nodes in the branchandbound tree 

Uses the input primal solution (warm start) (OPTMODEL procedure only) 

Enables or disables printing summary (OPTMILP procedure only) 

Specifies the probing level 

Specifies the stopping criterion based on a relative objective gap 

Specifies the scale of the problem matrix 

Specifies whether time units are CPU time or real time 

Heuristics Option 

Specifies the primal heuristics level 