The OPTMILP Option Tuner

This example demonstrates how to specify a set of tuning options and tune them for multiple problems.

The following DATA step creates a PROBLEMS= data set named probs that contains the list of tuning problems. This data set is the same as in the section Getting Started: The OPTMILP Option Tuner.

data probs;
   input name $1-8;
   datalines;
a.air04
a.air05
;

The following DATA step creates an OPTIONVALUES= data set named optvals that is different from the default set, which is described in the section Default Set of Tuning Options:

data optvals;
   input option $1-10 values $12-28 initial $30-32;
   datalines;
cutclique   -1, 0, 2          -1 
cutgomory                      1
heuristics
;

The optvals data set contains a nondefault list of tuning values for the CUTCLIQUE= option in addition to initial values for the CUTCLIQUE= and CUTGOMORY= options. The options for which sets of tuning values are not specified (in this case, the CUTGOMORY= and HEURISTICS= options) are tuned for all available values if the number of values is finite. The options for which initial values are not specified (in this case, the HEURISTICS= option) are tuned by using the default initial value.

The following statements call the OPTMILP option tuner and then print the ODS table TunerResults and the TUNEROUT= data set:

proc optmilp maxtime=300;
   tuner problems=probs  optionvalues=optvals  optionmode=user 
         maxtime=1200 tunerout=out;        
   performance nthreads=4;
run;

title "Tuner Output";
proc print data=out(obs=20);
run;

The output is shown in Output 15.2.1.