Tuning a Defined Set of Options on Multiple Problems (tunere02)

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/*          S A S   S A M P L E   L I B R A R Y                             */
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/*    NAME: tunere02                                                        */
/*   TITLE: Tuning a Defined Set of Options on Multiple Problems (tunere02) */
/* PRODUCT: OR                                                              */
/*  SYSTEM: ALL                                                             */
/*    KEYS:                                                                 */
/*   PROCS: OPTMILP, PRINT                                                  */
/*    DATA:                                                                 */
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/* SUPPORT:                             UPDATE:                             */
/*     REF:                                                                 */
/*    MISC: Example 2 from the Option Tuner documentation.                  */
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/* define libname that locates problems to be tuned */
libname a '.';

/*
filename air04 "path-to-air04.mps file";
%mps2sasd(mpsfile=air04, outdata=a.air04);

filename air05 "path-to-air05.mps file";
%mps2sasd(mpsfile=air05, outdata=a.air05);
*/

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

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

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

title "Tuner Output";
proc print data=out(obs=16);
run;