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bgrondman
Calcite | Level 5

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!

3 REPLIES 3
Philipp_SAS
SAS Employee

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
Calcite | Level 5

Hi,

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

Regards,

Murphy

YanXu
SAS Employee


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.

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