topic Re: Mixed integer linear program without SAS/OR in Mathematical Optimization, Discrete-Event Simulation, and OR

Mixed integer linear program without SAS/OR

bgrondman — Tue, 27 Mar 2012 09:28:10 GMT

Hi all,

I would like to solve a mixed integer linear program in SAS, however, the company I work for does not have SAS/OR.

Is it possible to solve a mixed integer linear program, or even a linear program in SAS base (EG)? And do you have any guidelines/ good manuals where to start?

(I know how to solve a MILP in R.)

Thank you!

Mixed integer linear program without SAS/OR

Philipp_SAS — Tue, 03 Apr 2012 13:46:18 GMT

Hello,

The (mixed integer) linear solvers are only available through SAS/OR. What you are probably looking for is PROC OPTMODEL, and algebraic modelling language, also only available with a SAS/OR license. Maybe you can talk to your site representative, it might be that your company has a SAS/OR license it is just not installed or it might be easy to add. If you want to do OR with SAS, Base will not help you much unless you want to write simple heuristics using the data step.

Have a good day

Philipp

Re: Mixed integer linear program without SAS/OR

goladin — Fri, 11 May 2012 16:39:01 GMT

Hi,

Alternatively, if you have SAS/IML, you might want to try to construct a MILP solver.

Regards,

Murphy

Re: Mixed integer linear program without SAS/OR

YanXu — Fri, 25 May 2012 14:25:05 GMT

SAS/IML's optimization ability is limited. It doesn't have a MILP solver yet. Also, it exiting LP and NLP solvers are not as powerful as those in SAS/OR.