The OPTMODEL Procedure

Functional Summary

The statements and options available with PROC OPTMODEL are summarized by purpose in Table 5.3.

Table 5.3: Functional Summary

Description	Statement	Option
Declaration Statements:
Declares a constraint	CONSTRAINT
Declares optimization expressions	IMPVAR
Declares a maximization objective	MAX
Declares a minimization objective	MIN
Declares a number type parameter	NUMBER
Declares a problem	PROBLEM
Declares a set type parameter	SET
Declares a string type parameter	STRING
Declares optimization variables	VAR
Programming Statements:
Assigns a value to a variable or parameter	=
Invokes a library subroutine	CALL
Closes the opened file	CLOSEFILE
Executes the statement repeatedly with support for concurrent solver invocations	COFOR
Terminates one iteration of a loop statement	CONTINUE
Creates a new SAS data set and copies data into it from PROC OPTMODEL parameters and variables	CREATE DATA
Groups a sequence of statements together as a single statement	DO
Executes statements repeatedly	DO (iterative)
Executes statements repeatedly until some condition is satisfied	DO UNTIL
Executes statements repeatedly as long as some condition is satisfied	DO WHILE
Ignores the specified constraint	DROP
Prints the specified constraint, variable, or objective declaration expressions after expanding aggregation operators, and so on	EXPAND
Selects a file for the PUT statement	FILE
Treats a variable as fixed in value	FIX
Executes the statement repeatedly	FOR
Executes the statement conditionally	IF
Terminates the execution of the entire loop body	LEAVE
Null statement	;
Controls parallel execution	PERFORMANCE
Outputs string and numeric data	PRINT
Writes text data to the current output file	PUT
Terminates the PROC OPTMODEL session	QUIT
Reads data from a SAS data set into PROC OPTMODEL parameters and variables	READ DATA
Sets PROC OPTMODEL option values or restores them to their defaults	RESET OPTIONS
Adds a constraint that was previously dropped back into the model	RESTORE
Saves the structure and coefficients for a linear programming model into a SAS data set	SAVE MPS
Saves the structure and coefficients for a quadratic programming model into a SAS data set	SAVE QPS
Invokes a PROC OPTMODEL solver	SOLVE
Halts the execution of all statements that contain it	STOP
Submits SAS code for execution	SUBMIT
Reverses the effect of FIX statement	UNFIX
Selects the current problem	USE PROBLEM
PROC OPTMODEL Options:
Specifies the accuracy for nonlinear constraints	PROC OPTMODEL	CDIGITS=
Specifies the maximum number of error messages displayed	PROC OPTMODEL	ERRORLIMIT=
Specifies the method used to approximate numeric derivatives	PROC OPTMODEL	FD=
Specifies the accuracy for the objective function	PROC OPTMODEL	FDIGITS=
Forces finite differences to be used for nonlinear equations	PROC OPTMODEL	FORCEFD=
Enables the OPTMODEL presolver for the LP, MILP, and QP solvers	PROC OPTMODEL	FORCEPRESOLVE=
Passes initial values for variables to the solver	PROC OPTMODEL	INITVAR/NOINITVAR
Specifies the tolerance for rounding the bounds on integer and binary variables	PROC OPTMODEL	INTFUZZ=
Specifies the maximum length for MPS row and column labels	PROC OPTMODEL	MAXLABLEN=
Checks missing values	PROC OPTMODEL	MISSCHECK/NOMISSCHECK
Specifies the maximum number of non-error messages displayed	PROC OPTMODEL	MSGLIMIT=
Specifies the number of digits to display	PROC OPTMODEL	PDIGITS=
Adjusts how two-dimensional array is displayed	PROC OPTMODEL	PMATRIX=
Specifies the type of presolve performed by the PROC OPTMODEL presolver	PROC OPTMODEL	PRESOLVER=
Specifies the tolerance, enabling the PROC OPTMODEL presolver to remove slightly infeasible constraints	PROC OPTMODEL	PRESTOL=
Enables or disables printing summary	PROC OPTMODEL	PRINTLEVEL=
Specifies the width to display numeric columns	PROC OPTMODEL	PWIDTH=
Specifies the smallest difference that is permitted by the PROC OPTMODEL presolver between the upper and lower bounds of an unfixed variable	PROC OPTMODEL	VARFUZZ=