BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
Tangui
Calcite | Level 5

 

Good afternoon fellow SAS-users,

 

I am running a program using proc optmodel with MILP solver.

When creating output data from the constraints and adding the suffix ".dual", the output table is correctly created but with missing values for the dual values. When keeping the same syntax but dealing only with real (non integer) variables, it is working.

 

Is there any way to get the dual values when dealing with integer variables in proc optmodel ?

 

Thank you,

Best regards,

 

T.

1 ACCEPTED SOLUTION

Accepted Solutions
RobPratt
SAS Super FREQ

The MILP solver does not return dual values.  You can instead fix the integer variables and call the LP solver with the RELAXINT option, as shown in this documentation example:

http://support.sas.com/documentation/cdl/en/ormpex/68157/HTML/default/viewer.htm#ormpex_ex15_toc.htm

 

View solution in original post

2 REPLIES 2
RobPratt
SAS Super FREQ

The MILP solver does not return dual values.  You can instead fix the integer variables and call the LP solver with the RELAXINT option, as shown in this documentation example:

http://support.sas.com/documentation/cdl/en/ormpex/68157/HTML/default/viewer.htm#ormpex_ex15_toc.htm

 

Tangui
Calcite | Level 5
Thank you for your quick reply.

SAS Innovate 2025: Call for Content

Are you ready for the spotlight? We're accepting content ideas for SAS Innovate 2025 to be held May 6-9 in Orlando, FL. The call is open until September 25. Read more here about why you should contribute and what is in it for you!

Submit your idea!

Multiple Linear Regression in SAS

Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 2 replies
  • 1103 views
  • 0 likes
  • 2 in conversation