https://communities.sas.com/t5/Mathematical-Optimization/http-en-wikipedia-org-wiki-Robust-optimization/m-p/5077#M92 In principle, yes.<BR /> <BR /> R&amp;D showed examples of robust optimization at last year's INFORMS workshop. These were built using a set of macros that create the robust counter part (as per Bertsimas et al), and solves the problem. We gathered uncertainty data with JMP for a portfolio optimization example and solved the problem with SAS/OR (SAS Connect was used to interface JMP with OPTMODEL).<BR /> <BR /> We will most likely be presenting this again at this year's workshop, and if there is interest we may release the macros at some point in the future.<BR /> <BR /> --Ivan. Tue, 03 Feb 2009 14:02:48 GMT Ivan_Oliveira_sas_com 2009-02-03T14:02:48Z https://communities.sas.com/t5/Mathematical-Optimization/http-en-wikipedia-org-wiki-Robust-optimization/m-p/5076#M91 thoughts?<BR /> does sas/or support this?<BR /> samples would be nice. Tue, 16 Oct 2007 03:07:58 GMT https://communities.sas.com/t5/Mathematical-Optimization/http-en-wikipedia-org-wiki-Robust-optimization/m-p/5076#M91 deleted_user 2007-10-16T03:07:58Z https://communities.sas.com/t5/Mathematical-Optimization/http-en-wikipedia-org-wiki-Robust-optimization/m-p/5077#M92 In principle, yes.<BR /> <BR /> R&amp;D showed examples of robust optimization at last year's INFORMS workshop. These were built using a set of macros that create the robust counter part (as per Bertsimas et al), and solves the problem. We gathered uncertainty data with JMP for a portfolio optimization example and solved the problem with SAS/OR (SAS Connect was used to interface JMP with OPTMODEL).<BR /> <BR /> We will most likely be presenting this again at this year's workshop, and if there is interest we may release the macros at some point in the future.<BR /> <BR /> --Ivan. Tue, 03 Feb 2009 14:02:48 GMT https://communities.sas.com/t5/Mathematical-Optimization/http-en-wikipedia-org-wiki-Robust-optimization/m-p/5077#M92 Ivan_Oliveira_sas_com 2009-02-03T14:02:48Z