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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
  • additional examples (self-study)
  • the NLP procedure and OPTMODEL procedure (self-study)

Supplemental Material

  • declarations
  • reading and creating data
  • delimiters and OPTMODEL procedure syntax
  • variable, constraints, objectives, and parameters

Software Addressed

This course addresses the following software product(s): SAS/OR.

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