Good job. Unfortunately, I think your approach might start to struggle if you change any of the rules associated with the model (for example, try to apply that to a different sport for Fantasy, or change a rule), or if you scale the problem up to more realistic sizes (since you are using "brute force"). As an example, let's consider a larger field of players (more realistic for Fantasy Sports applications). We can simulate that as such: %macro createData(n=15); data have(drop=i rename=(count=player)); retain count 0;     set have; do i = 1 to &n;   count+1;   playerNumber = player;   output; end; run; %mend createData; %createData(); Running your code took 49 minutes. Players : 76|77|511|512|513|514|61|541|542|301|302 Max Points : 66 Cost : 71000 NOTE: DATA statement used (Total process time):       real time           49:02.72       cpu time            49:02.69 And running my code took: 0.08s NOTE: Optimal. NOTE: Objective = 68. NOTE: PROCEDURE OPTMODEL used (Total process time):       real time           0.08 seconds       cpu time            0.07 seconds Also,  are you sure your code is exact? The OR solver found a better solution (68). ... View more

Xia - The solver code in SAS/OR is not a data step. It is written in C. The algorithm used in SAS/OR is a variant of the branch-and-cut algorithm for integer programming. You can see some high level information about the algorithm here: SAS/OR(R) 13.2 User's Guide: Mathematical Programming. Or, there are many textbooks on the topic - see, for example: Integer and Combinatorial Optimization: Laurence A. Wolsey, George L. Nemhauser: 9780471359432: Amazon.com: Books ... View more

Everyone I know wants to have SAS/OR. ... View more

Both data step / sql approaches are using brute force enumeration and hard coded sizes for the player positions (number of players needed). What happens if the number of players needed would change? What if you tried to scale this up? How long does the data step take to run if you had a field of 500 players - which is quite common in Fantasy sports applications? For this tiny example, on my machine, Xia's code ran in: 7 seconds Haikuo's code ran in: ~2 minutes My code below (adapted from previous post) ran in: 0.03 seconds data rules; input position $ numPlayersPerPos; datalines; G 1 D 4 M 4 A 2 ; run; proc optmodel; set PLAYERS; num price{PLAYERS}; num points{PLAYERS}; str position{PLAYERS}; set<str> POSITIONS; num numPlayersPerPos{POSITIONS}; var assign{PLAYERS} binary; max sumPoints=sum{p in PLAYERS}points *assign ; con Budget: sum{p in PLAYERS}price *assign <=75000; con NumPos{po in POSITIONS}:sum{p in PLAYERS:position =po}assign =numPlayersPerPos[po];         read data have into PLAYERS=[Player] position price points; read data rules into POSITIONS=[position] numPlayersPerPos; solve; create data team from [player=p]={p in PLAYERS:assign >0.9}; quit; ... View more

How exactly would you solve this with a simple data step? ... View more

Unfortunately, I do not think there are any student licenses for PROC OPTGRAPH. ... View more

Hi. What you want to use is PROC OPTGRAPH - this procedure can calculate all of these decsriptors, uses sparse representations, and scales very well. In order to use PROC OPTGRAPH, you nee da SAS Social Network Analysis (SNA) server license. There is no trial version of SAS Social Network Analysis server that I am aware of. To learn more about what PROC OPTGRAPH offers, you can consult the documentation here: http://support.sas.com/documentation/solutions/optgraph/index.html ... View more