How to filter a set using a macro variable in OPTMODEL

[er7212]

Hi

I have a fairly large set that includes names of cars I'd like to run my optimization over, call it 'SERIES' for the sake of conversation. Here is a snapshot of how I define and read the 'SERIES' in PROC OPTMODEL:

PROC OPTMODEL;
...
SET <STR> SERIES;
...
READ DATA OPT_DATA_SERIES INTO SERIES = [SERIES];
...

This 'SERIES' includes a large number of car names. What I'd like to do is to pick a subset of these (maybe with the help of macro variables) and define couple of constraints that only needed to be applied to those subset.

IMPVAR SUBSET_SPEND = SUM{I IN SERIES: I IN &MYSUBSET.} SERIES_SPEND[I];

Q1. Is the following part {...  : I IN &MYSUBSET. } correct way to do this?

Q2. I have seen something like {I IN /'MYSUBSET'/}, but I have no idea what it means and how I can use this format? 

Appreciate any words of wisdom anyone could share.

[pink_poodle]

You may want to subset the dataset before feeding it to OPTMODEL.

data lesscars;

set cars;

keep &mylist;

run;

proc optmodel;

...

[RobPratt]

If you want to ignore all the other observations, you can use the DATA set WHERE= option in the READ DATA statement.

Also, if MYSUBSET is a subset of SERIES, you can avoid the logical condition and just do:

SUM{I IN MYSUBSET}

The correct syntax depends on what &MYSUBSET. looks like.