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 6, The OPTMILP Procedure. The OPTMILP procedure also provides a decomposition algorithm for solving MILPs. For more information about the decomposition algorithm, see Chapter 17, 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 8, The MPS-Format Data Table.