ormpug

  • View
    52

  • Download
    2

Embed Size (px)

Text of ormpug

SAS/OR9.3 Users GuideMathematical ProgrammingSASDocumentationThe correct bibliographic citation for this manual is as follows: SAS Institute Inc. 2011. SAS/OR9.3 Users Guide:Mathematical Programming. Cary, NC: SAS Institute Inc.SAS/OR9.3 Users Guide: Mathematical ProgrammingCopyright 2011, SAS Institute Inc., Cary, NC, USAAll rights reserved. Produced in the United States of America.For a hard-copy book: No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form orby any means, electronic, mechanical, photocopying, or otherwise, without the prior written permission of the publisher, SASInstitute Inc.For a Web download or e-book: Your use of this publication shall be governed by the terms established by the vendor at the timeyou acquire this publication.The scanning, uploading, and distribution of this book via the Internet or any other means without the permission of the publisheris illegal and punishable by law. Please purchase only authorized electronic editions and do not participate in or encourageelectronic piracy of copyrighted materials. Your support of others rights is appreciated.U.S. Government Restricted Rights Notice: Use, duplication, or disclosure of this software and related documentation by theU.S. government is subject to the Agreement with SAS Institute and the restrictions set forth in FAR 52.227-19, CommercialComputer Software-Restricted Rights (June 1987).SAS Institute Inc., SAS Campus Drive, Cary, North Carolina 27513.1st electronic book, July 2011SASPublishing provides a complete selection of books and electronic products to help customers use SAS software to its fullestpotential. For more information about our e-books, e-learning products, CDs, and hard-copy books, visit the SAS Publishing Website at support.sas.com/publishing or call 1-800-727-3228.SASand all other SAS Institute Inc. product or service names are registered trademarks or trademarks of SAS Institute Inc. inthe USA and other countries. indicates USA registration.Other brand and product names are registered trademarks or trademarks of their respective companies.ContentsAcknowledgments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vChapter 1. Whats New in SAS/OR 9.3 . . . . . . . . . . . . . . . . . . . . . 1Chapter 2. Using This Book . . . . . . . . . . . . . . . . . . . . . . . . . 7Chapter 3. Introduction to Optimization . . . . . . . . . . . . . . . . . . . . . 13Chapter 4. The OPTMODEL Procedure . . . . . . . . . . . . . . . . . . . . . 23Chapter 5. The Linear Programming Solver . . . . . . . . . . . . . . . . . . . . 167Chapter 6. The Mixed Integer Linear Programming Solver . . . . . . . . . . . . . . 227Chapter 7. The Nonlinear Programming Solver . . . . . . . . . . . . . . . . . . 277Chapter 8. The Quadratic Programming Solver . . . . . . . . . . . . . . . . . . 315Chapter 9. The MPS-Format SAS Data Set . . . . . . . . . . . . . . . . . . . . 337Chapter 10. The OPTLP Procedure . . . . . . . . . . . . . . . . . . . . . . . 355Chapter 11. The OPTMILP Procedure . . . . . . . . . . . . . . . . . . . . . . 409Chapter 12. The OPTQP Procedure . . . . . . . . . . . . . . . . . . . . . . . 467Subject Index 497Syntax Index 505ivAcknowledgmentsContentsCredits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vDocumentation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vSoftware . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . viSupport Groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . viAcknowledgments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . viiCreditsDocumentationWriting Ioannis Akrotirianakis, Hao Cheng, Philipp Christophel,Matthew Galati, Dmitry V. Golovashkin, Melanie Grat-ton, Joshua Grifn, Jennie Hu, Tao Huang, Trevor Kear-ney, Zhifeng Li, Richard Liu, Amar Narisetty, MichelleOpp, Girish Ramachandra, Jack Rouse, Ben-Hao Wang,Kaihong Xu, Yan Xu, Wenwen ZhouEditing Anne Baxter, Virginia Clark, Ed Huddleston, DonnaSawyerDocumentation Support Tim Arnold, Natalie Baerlocher, Remya Chandran,Melanie Gratton, Richard Liu, Jianzhe Luo, MichelleOpp, Girish RamachandraTechnical Review Tonya Chapman, Donna Fulenwider, Bill Gjertsen, TaoHuang, Edward P. Hughes, John Jasperse, Charles B.Kelly, Radhika Kulkarni, Bengt Pederson, Rob PrattSoftwareThe procedures in SAS/OR software were implemented by the Operations Research and Development De-partment. Substantial support was given to the project by other members of the Analytical Solutions Di-vision. Core Development Division, Display Products Division, Graphics Division, and the Host SystemsDivision also contributed to this product.In the following list, the name of the developer(s) currently supporting the procedure is listed.OPTMODEL Jack RouseLP Simplex Solvers Matthew Galati, Imre Polik, Ben-Hao Wang, Yan XuLP Iterative Interior Solver Hao ChengMILP Solver Philipp Christophel, Amar Narisetty, Yan XuNLP Solver Ioannis Akrotirianakis, Joshua Grifn, Tao Huang, Wenwen ZhouQP Solver Hao ChengOPTLP Hao Cheng, Matthew Galati, Imre Polik, Ben-Hao Wang, Kaihong Xu, Yan XuOPTQP Hao Cheng, Wenwen Zhou, Kaihong XuOPTMILP Philipp Christophel, Amar Narisetty, Yan XuMPS-Format SAS Data Set Hao Cheng, Amar NarisettyODS Output Kaihong XuLinear Algebra Specialist Alexander AndrianovSupport GroupsSoftware Testing Wei Huang, Rui Kang, Yu-Min Lin, Sanjeewa Naran-panawe, Bengt Pederson, Aysegul Peker, Rob Pratt, Jen-nifer Sloan, Jonathan Stephenson, Wei Zhang, Lois ZhuTechnical Support Tonya ChapmanviAcknowledgmentsMany people have been instrumental in the development of SAS/OR software. The individuals acknowl-edged here have been especially helpful.Richard Brockmeier Union Electric CompanyKen Cruthers Goodyear Tire & Rubber CompanyPatricia Duffy Auburn UniversityRichard A. Ehrhardt University of North Carolina at GreensboroPaul Hardy Babcock & WilcoxDon Henderson ORI Consulting GroupDave Jennings Lockheed MartinVidyadhar G. Kulkarni University of North Carolina at Chapel HillWayne Maruska Basin Electric Power CooperativeRoger Perala United Sugars CorporationBruce Reed Auburn UniversityCharles Rissmiller Lockheed MartinDavid Rubin University of North Carolina at Chapel HillJohn Stone North Carolina State UniversityKeith R. Weiss ICI Americas Inc.The nal responsibility for the SAS System lies with SAS Institute alone. We hope that you will always letus know your opinions about the SAS System and its documentation. It is through your participation thatSAS software is continuously improved.viiviiiChapter 1Whats New in SAS/OR 9.3ContentsOverview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1Highlights of Enhancements in SAS/OR 9.3 . . . . . . . . . . . . . . . . . . . . . . 1Highlights of Enhancements in SAS/OR 9.22 . . . . . . . . . . . . . . . . . . . . . . 2Documentation Enhancements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2The CLP Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3The CPM Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3Microsoft Project Conversion Macros . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4The OPTLP Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4The OPTMODEL Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4SAS Simulation Studio 1.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5OverviewSAS/OR 9.3 includes a number of additions and improvements that enhance the performance and capabili-ties of SAS/OR software in several areas. These updates also make it easier to work with SAS/OR softwareand the solutions that it produces. Brief descriptions are presented in the following sections.Highlights of Enhancements in SAS/OR 9.3Highlights of the changes include the following:v The CLP procedures scheduling mode, which solves scheduling constraint satisfaction problems(CSPs), is n