The OPTMILP Option Tuner

(View the complete code for this example.)

This example demonstrates how to tune the default set of tuning options for a single problem. The problem is the air05 problem from the MIPLIB 2003 problem set, which is introduced in the section Getting Started: The OPTMILP Option Tuner. The SAS data set that defines the problem (in MPS format) is named air05.

Because you are using only one problem to perform option tuning, you do not need to create a PROBLEMS= data set. Because you are tuning the default set of options, you do not need to create an OPTIONVALUES= data set. The following statements call the OPTMILP option tuner and determine the stopping criterion by specifying the MAXCONFIGS= option instead of the MAXTIME= option:

proc optmilp data=a.air05 maxtime=300;
   tuner maxconfigs=20 printfreq=2 tunerout=out;
run;

title "Tuner Output";
proc print data=out(obs=10);
run;

The output data set is shown in Output 17.1.1.