Operations Research topics: SAS/OR,
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MILP solver and dual values in optmodel

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MILP solver and dual values in optmodel

 

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.


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‎04-07-2016 06:02 AM
SAS Employee
Posts: 419

Re: MILP solver and dual values in optmodel

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

 

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Solution
‎04-07-2016 06:02 AM
SAS Employee
Posts: 419

Re: MILP solver and dual values in optmodel

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

 

New Contributor
Posts: 4

Re: MILP solver and dual values in optmodel

Thank you for your quick reply.
☑ This topic is SOLVED.

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