Introduction to Optimization

The OPTMILP procedure solves general mixed integer linear programs (MILPs)—linear programs in which a subset of the decision variables are constrained to be integers. The OPTMILP procedure solves MILPs by using an LP-based branch-and-bound algorithm augmented by advanced techniques such as cutting planes and primal heuristics. For more information about the OPTMILP procedure, see Chapter 7: The OPTMILP Procedure. The OPTMILP procedure also provides a decomposition algorithm for solving MILPs. For more information about the decomposition algorithm, see Chapter 18: The Decomposition Algorithm.

The OPTMILP procedure requires a MILP to be specified by a SAS data table that adheres to the MPS format. For more information about the MPS-format data set, see Chapter 9: The MPS-Format Data Table.