Master's degree in Statistics and Operations Research

Management Science Optimization Modeling with SAS/OR


poster_summer school_heredia_corcheroTítol del curs: Management Science Optimization Modeling with SAS/OR
Impartit per: F. Javier Heredia, Cristina Corchero

Llengua del curs: Castellà

Dates i horaris del curs: 12-14 de juliol,  de 15:30 a 19:30 (dia 12) i de 15:30 a 18:30 (dies 13 i 14)

Lloc: aula 100 i PC3 FME

Tipus d'activitat i càrrega lectiva: Curs de 10 hores

Reconeixement acadèmic: 1,5 crèdits

Data de matrícula: del 14 de juny al 3 de juliol de 2011


Course Objective:
Management science (MS), is an interdisciplinary branch of applied mathematics, engineering and sciences that uses various scientific research-based principles, strategies, and analytical methods including mathematical modeling, optimization, statistics and algorithms to improve an organization's ability to enact rational and meaningful management decisions. The discipline is typically concerned with maximizing profit, assembly line performance, crop yield, bandwidth, etc or minimizing expenses, loss, risk, etc. The practice of MS research can be done on three levels:

  •  A fundamental level that study the mathematical and computational properties of the probability and optimization models and algorithms
  •  A modeling level that builds models, gathers data, and analyzes them mathematically,
  •  An application level, just as any other engineering discipline that has strong aspirations to make a practical impact in the real world.

This course is focused on the second level. In particular, we will explore the possibilities of the SAS/OR package to implement and solve some optimization models that are in the core of the so called Analytic Consulting which represents the application of the MS methodology to the consulting activity. Although commonly considered as software for data management, SAS also includes through his SAS/OR package (OR for Operations Research) a broad list of procedures to implement and solve any kind of optimization problems. The course will give basic skills to the participants for the efficiency formulation, implementation, solution and analysis of several management science optimization problems with SAS/OR.


Course Content:
Each one of the three sessions of this course will present a case study of increasing difficulty that will be modeled and solved with the procedures of the SAS/OR system. In the last part of each session the participants will have the opportunity of put into practice the concepts and methods worked out in the session through a series of guided lab exercises.

  • Session 1: Optimization modeling and the SAS/OR system. Introduction to optimization modeling: production scheduling problem, electricity market optimization,… Introduction to the SAS/OR system: the SAS/OR’s algebraic modeling language and optimization procedures. Practice.
  • Session 2: Linear optimization models. Case study: modelization of the Stochasticity and multiperiod issues. LP optimization with SAS. Post-optimal analysis: local, global and parametric analysis. Practice.
  • Session 3: Integer and nonlinear optimization models. Case study: modelization of the nonlinearities, fixed costs and logic conditions. Integer optimization with SAS. Nonlinear optimization with SAS. Practice

Evaluation system:
Based on the lab exercises submitted to the course’s intranet.

Selected bibliography:
SAS/OR 9.2 User’s Guide Mathematical Programming.

Selected bibliography:
SAS/OR 9.2 User’s Guide Mathematical Programming.