I am new to using SAS for linear programming, but trying to teach my self some of the basics. I tried running the code below and the log said "Procedure OPTMODEL not found". This is just some simple code out of a SAS tutorial. Anyone know why it is having a problem with this? Thanks.
proc optmodel;
num a{1..3, 1..4}=[-5 3 1 8
5 5 4 6
4 6 0 5];
var x{1..4} >= 0;
max f = sum{i in 1..4}x;
con c{i in 1..3}: sum{j in 1..4}a[i,j]*x <= 1;
solve with lp / solver = ps presolver = none printfreq = 1;
print x;
print c.dual;
quit;