Migrating from the Legacy Procedures

The LP, INTPOINT, and NETFLOW procedures have recently added the MPSOUT= option which bypasses the procedure’s solver and produces a SAS data set in a mathematical programming system (MPS) format that describes the problem that was to be solved with the older procedure. This data set can be supplied as an input data set to the OPTLP or OPTMILP procedure. It is preferable to model the problem using the algebraic modeling capabilities of PROC OPTMODEL, thus producing highly readable SAS code that transparently depicts the algebraic structure of the optimization model. You can find examples that demonstrate how to model linear and mixed integer linear problems in OPTMODEL in Chapter 6: The Linear Programming Solver in SAS/OR 12.3 User's Guide: Mathematical Programming, and Chapter 7: The Mixed Integer Linear Programming Solver in SAS/OR 12.3 User's Guide: Mathematical Programming.

Migration from the NLP procedure to the OPTMODEL procedure is not as simple as migration for linear optimization because of the more broadly defined structure of nonlinear optimization models. A brief guide to migration from PROC NLP to PROC OPTMODEL is included in the section Rewriting NLP Models for PROC OPTMODEL; it includes several examples.