SAS Optimization, and SAS Simulation Studio

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08-29-2012 04:16 PM

I am relatively new with PROC LP. I am trying to run optimizations for a set of units across time. I.e, I want to know which units are efficient in time t, t+1, t+2, etc., to see how the efficiencies and units change over time. Noting that the input dataset needs to be in a text format, plus realizing that I want to try different inputs and outputs to the model, I am looking at developing far too many text files for my liking. Is there any way to use a SAS dataset as an input dataset for the PROC LP procedure, allowing me to set up a loop structure to rerun the model for each time period? Any help would be great.

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09-06-2012 09:31 AM

Hi,

I assume you want to solve a linear or (mixed-)integer programming problem. PROC LP is a legacy proc, the current procs for this purpose are OPTMODEL, OPTLP and OPTMILP. Specifically for what you describe, OPTMODEL is probably the best choice. Here a link to the documentation (SAS/OR 12.1, but OPTMODEL is available since quite a few versions):

http://support.sas.com/documentation/cdl/en/ormpug/63975/HTML/default/viewer.htm#optmodel_toc.htm

I don't quite understand the details of you question, but with a basic understanding of modeling optimization problems you should be able to state the model for your optimization problem independently from the data files and OPTMODEL also supports loops.

I hope this helps

Philipp