Operations Research topics: SAS/OR,
SAS Optimization, and SAS Simulation Studio

Adding SAS Optimization, a SAS Viya product

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Adding SAS Optimization, a SAS Viya product

[ Edited ]

You'll probably notice that the subtitle for this community now lists three products--in addition to SAS/OR and SAS Simulation Studio, we now also welcome questions on and discussion of SAS Optimization, the first general-purpose optimization product on the SAS Viya platform.  SAS Optimization 8.1 launched in March and maintains continuity with the majority of the optimization procedures of SAS/OR: OPTMODEL, OPTLP, OPTMILP, OPTQP, and OPTNETWORK (formerly OPTNET).  You'll find the same syntax as in SAS/OR, but with some important additions.  See the SAS Optimization documentation page for details, but here are some highlights.

 

1. In accordance with the open nature of Viya, we add direct access to the action sets that lie behind the procedures.  You can access these actions from PROC CAS in SAS or from other languages--Python, Lua, Java, and R.

2. A new concurrent mode for MILP runs multiple instances of your problem (different option settings in each instance) and the instances share information on their progress.  This can result in significant reductions in solution time.

3. BY group processing for PROC OPTNETWORK enables you to use the Links data set to define several problems to be solved at once.

4. Distributed computation capabilities--the concurrent mode for MILP, the decomposition algorithm for LP and MILP, the multistart algorithm for nonconvex nonlinear optimization, option tuning in PROC OPTMILP, BY group processing in PROC OPTNETWORK, and the COFOR loop construct in PROC OPTMODEL.  These features are multi-threaded in SAS/OR, but prior to SAS Optimization, using the distributed versions required SAS High-Performance Optimization.

 

In the near future SAS Optimization, along with two other new SAS Viya products, SAS Econometrics and SAS Visual Forecasting, will be added to the current hosted preview trial that currently includes SAS Visual Analytics, SAS Visual Statistics, and SAS Visual Data Mining and Machine Learning.  I'll send another message when this becomes available.

 

Ed Hughes
Product Manager
SAS/OR, SAS Simulation Studio, SAS Optimization

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