The OPTMODEL Procedure
- Overview
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Getting Started
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Syntax
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DetailsNamed ParametersIndexingTypesNamesParametersExpressionsIdentifier ExpressionsFunction ExpressionsIndex SetsOPTMODEL Expression ExtensionsConditions of OptimalityData Set Input/OutputControl FlowFormatted OutputODS Table and Variable NamesConstraintsSuffixesInteger Variable SuffixesDual ValuesReduced CostsPresolverModel UpdateMultiple SubproblemsProblem SymbolsOPTMODEL OptionsAutomatic DifferentiationConversionsFCMP RoutinesMore on Index SetsThreaded ProcessingMacro Variable _OROPTMODEL_Rewriting PROC NLP Models for PROC OPTMODEL
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Examples
- References
The OPTMODEL procedure includes the powerful OPTMODEL modeling language and state-of-the-art solvers for several classes of mathematical programming problems. The problems and their solvers are listed in Table 5.1.
Table 5.1: Solvers in PROC OPTMODEL
|
Problem |
Solver |
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Linear programming |
LP |
|
Mixed integer linear programming |
MILP |
|
Quadratic programming |
QP |
|
General nonlinear programming |
NLP |
The OPTMODEL modeling language provides a modeling environment tailored to building, solving, and maintaining optimization models. This makes the process of translating the symbolic formulation of an optimization model into OPTMODEL virtually transparent since the modeling language mimics the symbolic algebra of the formulation as closely as possible. The OPTMODEL language also streamlines and simplifies the critical process of populating optimization models with data from SAS data sets. All of this transparency produces models that are more easily inspected for completeness and correctness, more easily corrected, and more easily modified, whether through structural changes or through the substitution of new data for old.
In addition to invoking optimization solvers directly with PROC OPTMODEL as already mentioned, you can use the OPTMODEL language purely as a modeling facility. You can save optimization models built with the OPTMODEL language in SAS data sets that can be submitted to other SAS/OR optimization procedures. In general, the OPTMODEL language serves as a common point of access for many of the SAS/OR optimization capabilities, whether providing both modeling and solver access or acting as a modeling interface for other optimization procedures.
For details and examples of the problems addressed and corresponding solvers, please see the dedicated chapters in this book. This chapter aims to give you a comprehensive understanding of the OPTMODEL procedure by discussing the framework provided by the OPTMODEL modeling language. For additional examples that demonstrate the features of the OPTMODEL procedure, see SAS/OR User's Guide: Mathematical Programming Examples.
The OPTMODEL modeling language features automatic differentiation, advanced flow control, optimization-oriented syntax (parameters, variables, arrays, constraints, objective functions), dynamic model generation, model-data separation, and transparent access to SAS data sets.