Organization

Chapter 3: Introduction to Optimization, contains a brief overview of the mathematical programming procedures in SAS/OR software and provides an introduction to optimization and the use of the optimization tools in the SAS System. That chapter also describes the flow of data between the procedures and how the components of the SAS System fit together.

Chapter 4: Shared Concepts and Topics, details syntax that is common to all the procedures in this book. The chapter also reviews other topics such as ODS output and parallel processing that are not specific to one procedure.

Chapter 5: The OPTMODEL Procedure, describes the OPTMODEL procedure, and the five subsequent chapters describe various solvers (linear programming, mixed integer linear programming, nonlinear programming, quadratic programming, and network) that the OPTMODEL procedure uses. The next three chapters describe the OPTLP, OPTMILP, and OPTQP procedures for solving linear programming, mixed integer linear programming, and quadratic programming problems, respectively. The next two chapters describe the decomposition algorithm for linear and mixed integer linear programming and the option tuner for the OPTMILP procedure. The final chapter is the specification of the MPS-format SAS data set.

Each procedure description is self-contained; you need to be familiar with only the basic features of the SAS System and with SAS terminology to use most procedures. The statements and syntax necessary to run each procedure are presented in a uniform format throughout this book.

The following list summarizes the types of information provided for each procedure:

Overview

provides a general description of what the procedure does. It outlines major capabilities of the procedure and lists all input and output data sets that are used with it.

Getting Started

illustrates simple uses of the procedure in a few short examples. It provides introductory hands-on information for the procedure.

Syntax

constitutes the major reference section for the syntax of the procedure. First, the statement syntax is summarized. Next, a functional summary table lists all the statements and options in the procedure, classified by function. In addition, the online version includes a Dictionary of Options, which provides an alphabetical list of all options. Following these tables, the PROC statement is described, and then all other statements are described in alphabetical order.

Details

describes the features of the procedure, including algorithmic details and computational methods. It also explains how the various options interact with each other. This section describes input and output data sets in greater detail, with definitions of the output variables, and explains the format of printed output, if any.

Examples

consists of examples that are designed to illustrate the use of the procedure. Each example includes a description of the problem and lists the options that are highlighted by the example. The example shows the data and the SAS statements needed, and includes the output that is produced. You can duplicate the examples by copying the statements and data and running the SAS program. The SAS Sample Library contains the code that is used to run the examples shown in this book; consult your SAS Software representative for specific information about the Sample Library.

References

lists references that are relevant to the chapter.