Introduction to Optimization


Important Information Regarding the Legacy Procedures

This book documents four of the older SAS/OR mathematical programming procedures: the LP, INTPOINT, NETFLOW, and NLP procedures. These procedures are collectively referred to as the "legacy mathematical programming procedures." All of these procedures and their attendant mathematical optimization solvers were developed several years before the introduction of the newer OPTMODEL family of procedures and their corresponding linear, mixed integer linear, quadratic, and general nonlinear optimization solvers. These newer optimization procedures and solvers deliver significant improvements on the older procedures and solvers in several areas:

  • clarity and flexibility in optimization modeling, including more versatile use of input data

  • flexibility in tailoring the solution process to the model, synthesizing standard and customized optimization methods as needed

  • scalability and speed in the provided linear, mixed integer linear, quadratic, and general nonlinear optimization solvers

For these reasons the focus of research and development for mathematical optimization in SAS/OR software has shifted to the newer procedures and solvers. The LP, INTPOINT, NETFLOW, and NLP procedures are no longer under active development although these legacy procedures are still fully supported. At some point in the near future, support for the legacy procedures will be discontinued. Accordingly all SAS/OR users are urged to plan now to migrate from these older procedures to the corresponding newer SAS/OR optimization procedures:

  • for linear optimization, from the LP procedure to the OPTLP or OPTMODEL procedure

  • for mixed integer linear optimization, from the LP procedure to the OPTMILP or OPTMODEL procedure

  • from the NETFLOW procedure to the OPTLP or OPTMODEL procedure

  • from the NLP procedure to the OPTMODEL procedure

  • from the INTPOINT procedure to the OPTLP or OPTMODEL procedure