PROC OPTMILP - write solution detail into file

pathfinder1_1 — Tue, 22 Sep 2020 02:21:19 GMT

Hi, I am using PROC OPTMILP. I need to solve many problem instances. When time limit is reached, I want to write the following into a text file; best objective value found and gap. What is the best way to do this?

I am using SAS EG 8.2 (not Viya).

Re: PROC OPTMILP - write solution detail into file

RobPratt — Tue, 22 Sep 2020 15:06:02 GMT

The _OROPTMILP_ macro variable contains this information. You can use the following DATA step to append the desired values to a text file:

data _null_;
   file 'myfile.txt' mod;
   oroptmilp = symget('_OROPTMILP_');
   index = index(oroptmilp, 'OBJECTIVE');
   objective = scan(substr(oroptmilp, index), 2, ' =');
   index = index(oroptmilp, 'RELATIVE_GAP');
   relative_gap = scan(substr(oroptmilp, index), 2, ' =');
   put objective relative_gap;
run;

By the way, in PROC OPTMODEL these values are more simply accessible as

_OROPTMODEL_NUM_['OBJECTIVE'] and _OROPTMODEL_NUM_['RELATIVE_GAP'].

topic PROC OPTMILP - write solution detail into file in Mathematical Optimization, Discrete-Event Simulation, and OR

PROC OPTMILP - write solution detail into file

Re: PROC OPTMILP - write solution detail into file