OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK;
72
73 /*===============================================================================
73 ! ==========================================================*/
74 /* 8. Perform the optimization to allocate the daily budget per campaign line
74 ! item based on the WAMM media allocation and maximize iROAS */
75 /*===============================================================================
75 ! ==========================================================*/
76 proc optmodel;
77
78 setOBS;
79
80 /* Define the in character variables from the input dataset to be used in the
80 ! optimization model */
81
82 strCampaign_Line_Item {OBS};
83 strMedia_Tactics {OBS};
84
85 set TACTICS = setof {i in OBS} Campaign_Line_Item[i];
86 set TACTICS2 = setof {j in OBS} Media_Tactics[j];
87
88 /* Define the numeric variables from the input dataset to be used in the
88 ! optimization model */
89
90 numInput_Budget {OBS};
91 num Cost_Adj_Input_Budget {OBS};
92 numiROAS {OBS};
93 numUnique_Media_Tactics {OBS};
94 numInput_Min_Number_of_Days {OBS};
95 numPct_WAMM_Optimized_Spend {OBS};
96 numAvg_Pct_WAMM_Optimized_Spend {OBS};
97 numPct_WAMM_Optimized_by_Line_Item {OBS};
98 numInput_End_Date {OBS};
99 numInput_Start_Date {OBS};
100 numCost_Per_Imp_Or_Click {OBS};
101 numSaturation_Point {OBS};
102 numInflection_Point {OBS};
103
104 /* Read in the input dataset to be used in the optimization model */
105
106 read data CI_Optimization_Data_2 into OBS=[_N_]
107
108 /* Include the variables from the input dataset to be used in the optimization
108 ! model */
109
110 Campaign_Line_Item
111 Input_Budget
112 Cost_Adj_Input_Budget
113 Media_Tactics
114 iROAS
115 Unique_Media_Tactics
116 Input_Min_Number_of_Days
117 Pct_WAMM_Optimized_Spend
118 Avg_Pct_WAMM_Optimized_Spend
119 Pct_WAMM_Optimized_by_Line_Item
120 Input_End_Date
121 Input_Start_Date
122 Cost_Per_Imp_Or_Click
123 Saturation_Point
124 Inflection_Point;
NOTE: There were 37 observations read from the data set WORK.CI_OPTIMIZATION_DATA_2.
125
126 /* Set the optimization variable to be maximized for the model */
127
128 var Optimized_Budget {OBS} >= 0;
129
130 /* Create additional variables to be used for optimization and/or contraints
130 ! in the model */
131
132 impvar Input_Incremental_Sales {i in OBS}=iROAS[i] * Input_Budget[i];
133 impvar Optimized_Incremental_Sales {i in OBS}=iROAS[i] * Optimized_Budget[i];
134
135 impvar Optimized_iROAS {i in OBS} =if Cost_Adj_Input_Budget[i] >0 and
135 ! Optimized_Incremental_Sales[i]>0
136 then Optimized_Incremental_Sales[i] /
136 ! Cost_Adj_Input_Budget[i]
137 else Input_Incremental_Sales[i]
137 ! / Input_Budget[i];
138
139 impvar Input_Number_of_Days {i in
139 ! OBS}=max(Input_End_Date[i]-Input_Start_Date[i],1);
140 impvar Total_Campaign_Days {i in OBS}=&Total_Campaign_Days;
141 impvarDaily_Spend_Per_Min_Days {i in OBS}=Optimized_Budget[i] /
141 ! Input_Min_Number_of_Days[i];
142
143 /***
144 impvar Offsite_Budget {i in OBS}=if Media_Tactics[i]='Offsite Display
144 ! Walmart Network' then Input_Budget[i] else 0;
145 impvar SP_KWB_Budget {i in OBS}=if Media_Tactics[i]='SP KWB' then
145 ! Input_Budget[i] else 0;
146 impvar Search_Budget {i in OBS}=SP_KWB_Budget[i] + SP_Auto_Budget [i] +
146 ! SBA_Budget [i];
147 ***/
148
149 /*-------------------------------------------------------------------------*/
150 /* Optimization function */
151 /*-------------------------------------------------------------------------*/
152 max Total_iROAS = sum {i in OBS} iROAS[i] * Optimized_Budget[i];
153
154 /* MAXIMUM BUDGET ALLOWED -> Optimized Budget to comply with the maximum WAMM
154 ! budget allowed */
155 con Mycon1 {i in OBS}:
156 sum {j in OBS} Optimized_Budget[j] <= &overall_input_budget *
157 (1+&allowed_budget_inc) *
158 (1-&value_add_pct);
159
160 con Mycon2 {i in OBS}:
161 Optimized_Budget[i] <= Input_Budget[i] *
162 (1+&wamm_deviation_pct) *
163 (1-&value_add_pct);
164
165 /* ONLY WHEN ALL WAMM TACTICS ARE CONSIDERED -> Optimized Budget to comply with
165 ! the WAMM % allocation plus an allowed increase ratio */
166 *con Mycon2 {i in OBS}:
167 Optimized_Budget[i] <= Input_Budget[i] *
168 Pct_WAMM_Optimized_by_Line_Item[i] *
169 (&total_input_ci_allocation) *
170 (1+&wamm_deviation_pct) *
171 (1+&allowed_budget_inc) *
172 (1-&value_add_pct);
173
174 /* ONLY WHEN NO INPUT BUDGET GIVEN AND ALL WAMM TACTICS ARE CONSIDERED ->
174 ! Optimized Budget to comply with the overall WAMM budget */
175 *con Mycon2 {i in OBS}:
176 Optimized_Budget[i] <= &overall_input_budget *
177 Pct_WAMM_Optimized_by_Line_Item[i] *
178 (&total_input_ci_allocation) *
179 (1+&wamm_deviation_pct) *
180 (1+&allowed_budget_inc) *
181 (1-&value_add_pct);
182
183 /* SATURATION -> Ensure each tactic does not exceed the Point of Saturation
183 ! based on WAMM */
184 con Mycon3 {i in OBS}:
185 Optimized_Budget[i]<=Saturation_Point[i] *
186 Total_Campaign_Days[i] *
187 (1+&allowed_budget_inc);
188
189 /*-------------------------------------------------------------------------*/
190 /* Tactic Specific Mininum Constraints not to exceed 50000 or greater than */
191 /*-------------------------------------------------------------------------*/
192 /* MINIMUM SPEND BY TACTIC -> Ensure every tactic has at least a certain % of
192 ! the Inout Budget contraint */
193 con Mycon4 {i in OBS}:
194 Optimized_Budget[i]>=if Media_Tactics[i] ne ' ' and Media_Tactics[i]
194 ! ne 'Onsite Display Run-Of-Site'
195 then Input_Budget[i]*&wamm_deviation_pct;
196
197 /* MINIMUM SPEND BY TACTIC -> Ensure every tactic has at least a certain $ of
197 ! the Inout Budget contraint */
198 con Mycon5 {i in OBS}:
199 Optimized_Budget[i]>=if Media_Tactics[i] ne ' ' and Media_Tactics[i]
199 ! ne 'Onsite Display Run-Of-Site'
200 then 10000;
201
202 /* MAXIMUM SPEND BY TACTIC -> Ensure every tactic has at least a certain $ of
202 ! the Inout Budget contraint */
203 *con Mycon6 {i in OBS}:
204 Optimized_Budget[i]<=if Media_Tactics[i] ne ' ' then 20900;
205
206 /* MAXIMUM SPEND BY TACTIC -> Onsite Display Contextual Targeting contraint */
207 con Mycon7 {i in OBS}:
208 Optimized_Budget[i]<=if Media_Tactics[i]='Offsite Display Walmart
208 ! Network' then 2000000;
209
210 /* sum of Search_Budget not to exceed 150000 */
211 *con Mycon10 {i in OBS}:
212 sum {j in OBS} Search_Budget[j] <= 149000;
213
214 solve;
NOTE: Problem generation will use 4 threads.
NOTE: The problem has 37 variables (0 free, 0 fixed).
NOTE: The problem has 222 linear constraints (148 LE, 0 EQ, 74 GE, 0 range).
NOTE: The problem has 1554 linear constraint coefficients.
NOTE: The problem has 0 nonlinear constraints (0 LE, 0 EQ, 0 GE, 0 range).
NOTE: The OPTMODEL presolver is disabled for linear problems.
NOTE: The LP presolver value AUTOMATIC is applied.
NOTE: The LP presolver time is 0.00 seconds.
NOTE: Constraint Mycon7[1] causes the problem to be infeasible.
NOTE: The LP presolver found this problem to be infeasible.
NOTE: Infeasible.
NOTE: The IIS= option can be used to help diagnose the cause of infeasibility.
215
216 create data CI_Optimization_Data_3(drop=i) from [i]=OBS
217
218 Media_Tactics
219 Campaign_Line_Item
220 Optimized_Budget
221 Input_Budget
222 Cost_Adj_Input_Budget
223 iROAS
224 Unique_Media_Tactics
225 Pct_WAMM_Optimized_Spend
226 Avg_Pct_WAMM_Optimized_Spend
227 Pct_WAMM_Optimized_by_Line_Item
228 Input_Number_of_Days
229 Input_Min_Number_of_Days
230 Saturation_Point
231 Inflection_Point
232
233 Input_Incremental_Sales
234 Optimized_Incremental_Sales
235 Optimized_iROAS
236
237 Total_Campaign_Days
238 Daily_Spend_Per_Min_Days
239 ;
NOTE: Division by zero at line 137 column 82.
NOTE: The data set WORK.CI_OPTIMIZATION_DATA_3 has 37 observations and 19 variables.
240 quit;
NOTE: PROCEDURE OPTMODEL used (Total process time):
real time 0.20 seconds
cpu time 0.03 seconds
241
242
243 OPTIONS NONOTES NOSTIMER NOSOURCE NOSYNTAXCHECK;
255
