Procedures in Online Documentation
The OPTMILP procedure is a solver for general mixedinteger linear problem (MILPs). A standard mixedinteger linear problem has the formulation
where



is the vector of structural variables 



is the matrix of technological coefficients 



is the vector of objective function coefficients 



is the vector of constraints righthand sides (RHS) 



is the vector of lower bounds on variables 



is the vector of upper bounds on variables 

is a nonempty subset of the set of indices 
The OPTMILP procedure implements an LPbased branchandbound algorithm in addition to several advanced techniques such as presolving, cutting planes, and primal heuristics to improve the efficiency of the overall algorithm.
You specify a MILP problem in PROC OPTMILP by providing a SAS data set that has a mathematical programming sytem (MPS) format. The MPS format is a widely accepted format in the optimization community for specifying mixedinteger linear programs. It is also possible to input an incumbent solution in the MPS format.
The OPTMILP procedure outputs SAS data sets that contain an optimal solution or the best integer feasible solution found, if any. These data sets contain problem and solutionrelated information. Information related to the problem includes objective function identification, names of constraints and variables and their types, lower and upper bounds, and so on. Solutionrelated information in the primal data set includes the current value of each decision variable. In the dual output data set, solutionrelated information includes the current value of each constraint.