The OPTMODEL Procedure

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 5.12. 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.

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 5.13 lists the variable names of the preceding tables used in the ODS template of the OPTMODEL procedure.

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 COL1–COLn, where n 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 COLn, where n 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 COL1–COLn, where n 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 and COFOR statements. When PRINTLEVEL=0, the statements produce 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. When PRINTLEVEL=1 or 2, the COFOR statement produces the ODS table CoforPerfInfo.

The PERFORMANCE statement controls additional ODS tables that can be produced by the SOLVE and COFOR statements. The PerformanceInfo table displays PERFORMANCE statement options that are used by the SOLVE statement. The CoforPerfInfo table displays PERFORMANCE statement options that are used by the COFOR statement. If you specify the DETAILS option in the PERFORMANCE statement, then the SOLVE statement also produces the ODS table Timing. The COFOR statement uses the DETAILS option to set default performance options with each loop iteration.

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
              Timing=exti;
   performance details;
   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 5.46. The variable names are COL1 and x.

The data set exps contains the ProblemSummary table and is shown in Figure 5.47. The variable names are Label1, cValue1, and nValue1. The rows describe the instance, and the description depends on the form of the problem. In most solvers, the rows describe the objective function, variables, and constraints. In the network solver, the rows describe the number of nodes, the number of edges, the directedness of the graph, and the type of problem solved over the graph.

The data set exso contains the SolverOptions table and is shown in Figure 5.48. The variable names are Label1, cValue1, nValue1, cValue2, and nValue2. 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.

The data set exdm contains the DerivMethods table, which displays the methods of derivative computation, and is shown in Figure 5.49. The variable names are Label1, cValue1, and nValue1. The rows, which depend on the derivatives used by the solver, specify the method used to calculate each derivative.

The data set exss contains the SolutionSummary table and is shown in Figure 5.50. The variable names are Label1, cValue1, and nValue1. 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.

The data set exos contains the OptStatistics table, which displays the optimization statistics, and is shown in Figure 5.51. The variable names are Label1, cValue1, and nValue1. The rows, which depend on the solver called by PROC OPTMODEL, describe the amount of time and the function evaluations that are used by the solver and associated processing. Times are displayed in seconds of clock or CPU time according to the value of the TIMETYPE= option that is used by the solver.

Problem generation is the process of combining the model with the data into a format that solvers can use. This includes computing equation coefficients, but it does not include reading data or evaluating other programming statements. Code generation is compiles code for nonlinear equations in the model and performs other analysis that is needed prior to solver evaluations. The time required for problem generation will be negligible if the model contains only linear equations. The presolve time in this table includes the time used by the PROC OPTMODEL presolver and any presolver that is part of the solver. Solution time is the sum of the times used by the presolvers and the solver. The presolve and solution times also appear in the SolutionSummary table. The OptStatistics table includes a total time, which is the sum of times for problem generation, code generation, solution, and overhead in the SOLVE statement. Overhead includes solver setup, postprocessing, and ODS table output.

The Timing table provides an alternate breakdown of SOLVE statement timing. Times in this table are shown in seconds of clock time. The data set exti, which is shown in Figure 5.52, contains the Timing table data and statistics. The variable names are Label1, cValue1, nValue1, cValue2, and nValue2. The values present depend on the solver and on the context of the SOLVE statement.

Some of the Timing table values have already been described for the OptStatistics table. Solver initialization time is overhead in the SOLVE statement before the solver starts. Solver time includes execution of the solver and its associated preprocessor, if any. Solver postprocessing time is overhead in the SOLVE statement after the solver has completed. Several table values appear only for a SOLVE statement called within a COFOR loop. These values are shown in Table 5.14.