PROC OPTMODEL assigns a name to each table it creates. You can use these names to reference the table when you use the Output Delivery System (ODS) to select tables and create output data sets. The names of tables common to all solvers are listed in Table 5.10. Some solvers can generate additional tables; see the individual solver chapters for more information. For more information about ODS, see SAS Output Delivery System: User’s Guide.
Table 5.10: ODS Tables Produced in PROC OPTMODEL
ODS Table Name |
Description |
Statement/Option |
DerivMethods |
List of derivatives used by the solver, including the method of computation |
|
OptStatistics |
Solver-dependent description of the resources required for solution, including function evaluations and solver time |
|
PrintTable |
Specified parameter or variable values |
|
ProblemSummary |
Description of objective, variables, and constraints |
|
SolutionSummary |
Overview of solution, including solver-dependent solution quality values |
|
SolverOptions |
List of solver options and their values |
|
PerformanceInfo |
List of performance options and their values |
|
Timing |
Detailed solution timing |
PERFORMANCE / DETAILS |
To guarantee that ODS output data sets contain information from all executed statements, use the PERSIST= option in the ODS OUTPUT statement. For details, see SAS Output Delivery System: User's Guide. Note: The SUBMIT statement resets ODS SELECT and EXCLUDE lists.
Table 5.11 lists the variable names of the preceding tables used in the ODS template of the OPTMODEL procedure.
Table 5.11: Variable Names for the ODS Tables Produced in PROC OPTMODEL
ODS Table Name |
Variables |
DerivMethods |
Label, cValue, and nValue |
OptStatistics |
Label, cValue, and nValue |
PrintTable (matrix form) |
ROW, COL – COL |
PrintTable (table form) |
COL – COL, identifier-expression(_suffix) |
ProblemSummary |
Label, cValue, and nValue |
SolutionSummary |
Label, cValue, and nValue |
SolverOptions |
Label, cValue, nValue, cValue, and nValue |
PerformanceInfo |
Label, cValue, and nValue |
Timing |
Label, cValue, nValue, cValue, and nValue |
The PRINT statement produces an ODS table named PrintTable. The variable names that are used depend on the display format used. See the section Formatted Output for details about choosing the display format.
For the PRINT statement with table format, the columns that display array indices are named COL–COL, where is the number of index elements. Columns that display values from identifier expressions are named using the expression’s name and suffix. The identifier name becomes the output variable name if no suffix is used. Otherwise the variable name is formed by appending an underscore (_) and the suffix to the identifier name. Columns that display the value of expressions are named COL, where is the column number in the table.
For the PRINT statement with matrix format, the first column has the variable name ROW. The remaining columns are named COL–COL, where is the number of distinct column indices. When an ODS table displays values from identifier expressions, a label is generated based on the expression’s name and suffix, as described for column names in the case of table format.
The PRINTLEVEL= option controls the ODS tables produced by the SOLVE statement. When PRINTLEVEL=0, the SOLVE statement produces no ODS tables. When PRINTLEVEL=1, the SOLVE statement produces the ODS tables ProblemSummary, SolutionSummary, and PerformanceInfo. When PRINTLEVEL=2, the SOLVE statement produces the ODS tables ProblemSummary, SolverOptions, DerivMethods, SolutionSummary, OptStatistics, and PerformanceInfo.
The PERFORMANCE statement controls additional ODS tables that can be produced by the SOLVE statement. The PerformanceInfo table displays options that are controlled by the PERFORMANCE statement. If you specify the DETAILS option in the PERFORMANCE statement, then the SOLVE statement also produces the ODS table Timing.
The following statements generate several ODS tables and write each table to a SAS data set:
proc optmodel printlevel=2; ods output PrintTable=expt ProblemSummary=exps DerivMethods=exdm SolverOptions=exso SolutionSummary=exss OptStatistics=exos; var x{1..2} >= 0; min z = 2*x[1] + 3 * x[2] + x[1]**2 + 10*x[2]**2 + 2.5*x[1]*x[2] + x[1]**3; con c1: x[1] - x[2] <= 1; con c2: x[1] + 2*x[2] >= 100; solve; print x;
The data set expt
contains the PrintTable table and is shown in Figure 5.44. The variable names are COL and x.
The data set exps
contains the ProblemSummary table and is shown in Figure 5.45. The variable names are Label, cValue1, and nValue. The rows describe the objective function, variables, and constraints. The rows depend on the form of the problem.
Figure 5.45: ODS Table ProblemSummary
ProblemSummary |
Obs | Label1 | cValue1 | nValue1 |
---|---|---|---|
1 | Objective Sense | Minimization | . |
2 | Objective Function | z | . |
3 | Objective Type | Nonlinear | . |
4 | . | ||
5 | Number of Variables | 2 | 2.000000 |
6 | Bounded Above | 0 | 0 |
7 | Bounded Below | 2 | 2.000000 |
8 | Bounded Below and Above | 0 | 0 |
9 | Free | 0 | 0 |
10 | Fixed | 0 | 0 |
11 | . | ||
12 | Number of Constraints | 2 | 2.000000 |
13 | Linear LE (<=) | 1 | 1.000000 |
14 | Linear EQ (=) | 0 | 0 |
15 | Linear GE (>=) | 1 | 1.000000 |
16 | Linear Range | 0 | 0 |
The data set exso
contains the SolverOptions table and is shown in Figure 5.46. The variable names are Label, cValue, nValue, cValue, and nValue. The rows, which depend on the solver called by PROC OPTMODEL, list the values taken by each of the solver options. The presence
of an asterisk (*) next to an option indicates that a value has been specified for that option.
Figure 5.46: ODS Table SolverOptions
SolverOptions |
Obs | Label1 | cValue1 | nValue1 | cValue2 | nValue2 |
---|---|---|---|---|---|
1 | ALGORITHM | INTERIORPOINT | . | . | |
2 | FEASTOL | 1E-6 | 0.000001000 | . | |
3 | HESSTYPE | FULL | . | . | |
4 | IIS | OFF | . | . | |
5 | LOGFREQ | 1 | 1.000000 | . | |
6 | MAXITER | 5000 | 5000.000000 | . | |
7 | MAXTIME | I | I | . | |
8 | NOMULTISTART | . | . | ||
9 | OBJLIMIT | 1E20 | 1E20 | . | |
10 | OPTTOL | 1E-6 | 0.000001000 | . | |
11 | SOLTYPE | 1 | 1.000000 | . | |
12 | TIMETYPE | REAL | . | . |
The data set exdm
contains the DerivMethods table, which displays the methods of derivative computation, and is shown in Figure 5.47. The variable names are Label, cValue1, and nValue. The rows, which depend on the derivatives used by the solver, specify the method used to calculate each derivative.
Figure 5.47: ODS Table DerivMethods
DerivMethods |
Obs | Label1 | cValue1 | nValue1 |
---|---|---|---|
1 | Objective Gradient | Analytic Formulas | . |
2 | Objective Hessian | Analytic Formulas | . |
The data set exss
contains the SolutionSummary table and is shown in Figure 5.48. The variable names are Label, cValue1, and nValue. The rows give an overview of the solution, including the solver chosen, the objective value, and the solution status. Depending
on the values returned by the solver, the SolutionSummary table might also include some solution quality values such as optimality
error and infeasibility. The values in the SolutionSummary table appear in the _OROPTMODEL_ macro variable; each solver chapter
has a section that describes the solver’s contribution to this macro variable.
Figure 5.48: ODS Table SolutionSummary
SolutionSummary |
Obs | Label1 | cValue1 | nValue1 |
---|---|---|---|
1 | Solver | NLP | . |
2 | Algorithm | Interior Point | . |
3 | Objective Function | z | . |
4 | Solution Status | Optimal | . |
5 | Objective Value | 22623.347101 | 22623 |
6 | . | ||
7 | Optimality Error | 5E-7 | 0.000000500 |
8 | Infeasibility | 0 | 0 |
9 | . | ||
10 | Iterations | 5 | 5.000000 |
11 | Presolve Time | 0.00 | 0 |
12 | Solution Time | 0.01 | 0.014000 |
The data set exos
contains the OptStatistics table, which displays the optimization statistics, and is shown in Figure 5.49. The variable names are Label, cValue1, and nValue. The rows, which depend on the solver called by PROC OPTMODEL, describe the amount of time and function evaluations used
by the solver.
Figure 5.49: ODS Table OptStatistics
OptStatistics |
Obs | Label1 | cValue1 | nValue1 |
---|---|---|---|
1 | Function Evaluations | 28 | 28.000000 |
2 | Gradient Evaluations | 28 | 28.000000 |
3 | Hessian Evaluations | 6 | 6.000000 |
4 | Problem Generation Time | 0.00 | 0 |
5 | Code Generation Time | 0.10 | 0.095000 |
6 | Presolve Time | 0.00 | 0 |
7 | Solution Time | 0.01 | 0.014000 |
8 | Total Time | 0.18 | 0.182000 |