This course focuses on formulating and solving mathematical optimization models 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.

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 Formats available Duration
: 6 half day sessions

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

course.

This course addresses Base SAS, SAS/GRAPH, SAS/OR, SAS/STAT software.

Introduction to Mathematical Optimization

• introduction
• a simple example
• 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
• 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
• mixed integer linear programming solver options (self-study)

Nonlinear Programming Problems

• introduction to nonlinear programming
• solving nonlinear programming problems using the OPTMODEL procedure
• nonlinear optimization methods in the OPTMODEL procedure

OROP41