Introduction to Optimization

The OPTMODEL procedure, a general purpose optimization modeling language, can also be used for concisely modeling linear programming problems. If an LP has special network structure, the structure is typically natural and evident in a well-formulated model of the problem in PROC OPTMODEL.

Within PROC OPTMODEL you can declare a model, pass it directly to various solvers, and review the solver result. You can also save an instance of a linear model in data table form for use by the OPTLP procedure. For more information, see Chapter 10: The OPTMODEL Procedure.