I wonder if anyone has run through minimum cost flow problem. I have a product optimization problem and I am trying to use minimum cost flow, which I can do using Java, but I was wondering if I can do it through SAS. I have hundred of thousands of nodes and millions of arcs
You can use PROC NETFLOW to solve min-cost network flow problems. You can also use PROC OPTLP or PROC OPTMODEL - if you formulate it as a standard linear program.
Also, we are currently developing a new product that will focus on graph and network flow algorithms - called PROC OPTGRAPH. It will include a new and improved solver for min-cost network flow. It will probably be released in 2009 (maybe 2010). If you are allowed to share your data, I would appreciate getting a copy. I can use it to fine-tune PROC OPTGRAPH since it is still in development.
Let me know if you have any issues using NETFLOW or OPTMODEL.