The OPTMILP Option Tuner

This example demonstrates how to specify a set of tuning options and tune them for multiple problems.

The following DATA step creates a PROBLEMS= data table named mylib.probs that contains the list of tuning problems. This data table is the same as in the section Getting Started: The OPTMILP Option Tuner.

data mylib.probs;
   input name $1-8;
   datalines;
air04
air05
;

The following DATA step creates an OPTIONVALUES= data table named mylib.optvals that is different from the default set, which is described in the section Default Set of Tuning Options:

data mylib.optvals;
   input option $1-12 values $13-41 initial $43-53;
   datalines;
cutclique   automatic, none, aggressive   automatic
cutgomory                                 moderate
heuristics
;

The mylib.optvals data table contains a nondefault list of tuning values for the CUTCLIQUE= option in addition to initial values for the CUTCLIQUE= and CUTGOMORY= options. The options for which sets of tuning values are not specified (in this case, the CUTGOMORY= and HEURISTICS= options) are tuned for all available values if the number of values is finite. The options for which initial values are not specified (in this case, the HEURISTICS= option) are tuned by using the default initial value.

The following statements call the OPTMILP option tuner and then print the ODS table TunerResults and the TUNEROUT= data table:

proc optmilp maxtime=300;
   tuner problems=mylib.probs  optionvalues=mylib.optvals  optionmode=user
         maxtime=1200 tunerout=mylib.out;
run;

title "Tuner Output";
proc print data=mylib.out(obs=16);
run;

The output is shown in Output 20.2.1.