Building and Solving Optimization Models with SAS/OR

Duration: 3.0 days CEU: 1.8

This course focuses on formulating and solving mathematical optimization using the OPTMODEL procedure, from inputting data to interpreting output and generating reports. The course covers linear, integer, mixed-integer, and nonlinear programming problems, with an emphasis on model formulation and construction.

Learn how to

formulate and solve linear programming problems using the OPTMODEL procedure
solve integer and mixed-integer programming problems using PROC OPTMODEL
solve nonlinear programming problems using PROC OPTMODEL.

Who should attend

Anyone who wants to formulate and solve linear, integer, mixed-integer, or nonlinear problems using SAS/OR software

Prerequisites

Before attending this course, you should

have completed an undergraduate course in operations research that covers linear programming or have recent experience using linear programming or be comfortable with matrix algebra.
be able to execute SAS programs and create SAS data sets. You can gain this experience by completing the SAS Programming I: Essentials course.

Course Contents

Introduction to Mathematical Optimization

overview of mathematical optimization
simple examples
the OPTMODEL procedure

Linear Programming Problems: Basic Ideas

introduction to linear programming
formulating and solving linear programming problems using the OPTMODEL procedure
reading data from SAS data sets
writing output from the OPTMODEL procedure
dual values, reduced costs, and pricing in the simplex method

Linear Programming Problems: Additional Topics

basic control flow in the OPTMODEL procedure
model updates in the OPTMODEL procedure
sensitivity analysis and parametric programming (self-study)
network flow models

Integer and Mixed-Integer Linear Programming Problems

introduction to integer and mixed-integer linear programming
solving integer and mixed-integer programming problems using the OPTMODEL procedure
modeling using binary variables
mixed-integer linear programming solver options (self-study)

Nonlinear Programming Problems

introduction to nonlinear programming
solving nonlinear programming problems using the OPTMODEL procedure
nonlinear optimization methods in the OPTMODEL procedure
additional examples (self-study)
the NLP procedure and OPTMODEL procedure (self-study)

Software Addressed

This course addresses the following software product(s): SAS/OR.

Course Materials

Students receive a hardcopy of the course notes and, in some courses, can choose to take home a copy of the course data.

U.S. Schedule

17SEP2008 Cary, NC

06OCT2008 Rockville, MD

Check for additional and updated schedule information online at support.sas.com/courses/oropt.html.

Registration

To register for this course in the US, call 800-333-7660 or visit support.sas.com/training. This course is also available for on-site training, or you can create a custom course by combining material from several courses. For more details, contact SAS Education in Cary, NC at 919-531-7321 or send e-mail to training@sas.com.