This course focuses on linear, nonlinear, and mixed integer linear optimization concepts in SAS Viya. Students learn how to formulate optimization problems and how to make their formulations efficient by using index sets and arrays. The demonstrations in the course include examples of diet formulation and portfolio optimization. Learn the OPTMODEL procedure and open-source tools to formulate and solve optimization problems.

Learn How To

Identify and formulate appropriate approaches to solving various linear, mixed integer linear, and nonlinear optimization problems. Create optimization models commonly used in industry. Solve optimization problems using the OPTMODEL procedure in SAS.Who Should Attend

Those who want to develop the optimization foundation necessary to work as a data scientist, especially those with a strong background in applied mathematics

Prerequisites

Before enrolling in this course, you should be comfortable with data manipulation using basic SAS tools. You can gain this course-specific knowledge in data manipulation by completing the SAS Programming 1: Essentials course. Some knowledge of linear programming concepts and matrix algebra is helpful but is not required.

SAS Products Covered

SAS Optimization

Course Outline

Introduction to Mathematical Optimization

Introduction.A simple example.The OPTMODEL procedure.Linear ProgrammingIntroduction to linear programming.Formulating and solving linear programming problems using the OPTMODEL procedure.Using index sets and arrays in the OPTMODEL procedure.Dual values and reduced costs in the simplex method (self-study).Reading and writing data in the OPTMODEL procedure.Nonlinear ProgrammingIntroduction to nonlinear programming.Solving nonlinear programming problems using the OPTMODEL procedure.Integer and Mixed Integer Linear ProgrammingIntroduction to integer and mixed integer linear programming. Solving integer and mixed integer linear programming problems using the OPTMODEL procedure.Open Source InteractivitySAS Viya and open source integration. SAS Viya Python APIs.