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Operations Research and Project Management Papers

Linear Optimization in SAS/OR Software: Migrating to the OPTMODEL Procedure
Rob Pratt and Ed Hughes; SAS Institute 2011


Abstract

PROC OPTMODEL, the flagship SAS/OR optimization procedure, is intended to supersede the INTPOINT, LP, and NETFLOW procedures for linear optimization. The OPTMODEL procedure's rich and flexible syntax enables natural and compact algebraic formulations of optimization problems. And the linear programming, mixed-integer linear programming, and network solvers available in PROC OPTMODEL are much faster than those in the INTPOINT, LP, and NETFLOW procedures.

Beyond the easier modeling and access to improved algorithms, PROC OPTMODEL also provides programming capabilities that enable you to develop customized solution methods. This paper uses several examples to illustrate how to migrate to PROC OPTMODEL.