Mixed integer linear program without SAS/OR

[bgrondman]

Hi all,

I would like to solve a mixed integer linear program in SAS, however, the company I work for does not have SAS/OR.

Is it possible to solve a mixed integer linear program, or even a linear program in SAS base (EG)? And do you have any guidelines/ good manuals where to start?

(I know how to solve a MILP in R.)

Thank you!

[Philipp_SAS]

Hello,

The (mixed integer) linear solvers are only available through SAS/OR. What you are probably looking for is PROC OPTMODEL, and algebraic modelling language, also only available with a SAS/OR license. Maybe you can talk to your site representative, it might be that your company has a SAS/OR license it is just not installed or it might be easy to add. If you want to do OR with SAS, Base will not help you much unless you want to write simple heuristics using the data step.

Have a good day

Philipp

[goladin]

Hi,

Alternatively, if you have SAS/IML, you might want to try to construct a MILP solver.

Regards,

Murphy

[YanXu]

SAS/IML's optimization ability is limited. It doesn't have a MILP solver yet. Also, it exiting LP and NLP solvers are not as powerful as those in SAS/OR.