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# Building and Solving Optimisation Models with SAS/OR - OROP92

This course focuses on formulating and solving mathematical optimisation using the OPTMODEL procedure, from inputting data to interpreting output and generating reports. The course covers linear, integer, mixed-integer, and nonlinear programming problems, with an emphasis on model formulation and construction.

## Duration

 3 days - Classroom

## Learn how to

• formulate and solve linear programming problems using the OPTMODEL procedure
• solve integer and mixed-integer programming problems using the OPTMODEL procedure
• solve nonlinear programming problems using the OPTMODEL procedure.

## Who should attend?

Anyone who wants to formulate and solve linear, integer, mixed-integer, or nonlinear problems using SAS/OR software

## Prerequisites

Before attending this course, you should

• have completed an undergraduate course in operations research that includes linear programming or have recent experience using linear programming or be comfortable with matrix algebra.
• be able to execute SAS programs and create SAS data sets. You can gain this experience by completing the SAS Programming 1: Essentials course.

## Course Contents

### Introduction to Mathematical Optimisation

• overview of mathematical optimisation
• simple examples
• the OPTMODEL procedure

### Linear Programming Problems: Basic Ideas

• introduction to linear programming
• formulating and solving linear programming problems using the OPTMODEL procedure
• reading data from SAS data sets
• writing output from the OPTMODEL procedure
• dual values, reduced costs, and pricing in the simplex method

### Linear Programming Problems: Additional Topics

• basic control flow and operators in the OPTMODEL procedure
• model updates in the OPTMODEL procedure
• sensitivity analysis and parametric programming (self-study)
• network flow models

### Integer and Mixed-Integer Linear Programming Problems

• introduction to integer and mixed-integer linear programming
• solving integer and mixed-integer programming problems using the OPTMODEL procedure
• modeling using binary variables
• modeling Tentaizu as an ILP (self-study)
• mixed-integer linear programming solver options (self-study)

### Nonlinear Programming Problems

• introduction to nonlinear programming
• solving nonlinear programming problems using the OPTMODEL procedure
• nonlinear optimisation methods in the OPTMODEL procedure
• the NLP procedure and OPTMODEL procedure (self-study)

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