Using SAS/OR ® and SAS ® Grid Manager to Solve Optimization Problems on the Grid
Matthew V. Galati, Doug Haigh, Rob Pratt, Ivan Tiago Machado Oliveira · 2008
Some of the most demanding optimization problems occurring today can test the limits of even the fastest optimization solvers. For such problems, finding an optimal solution or even a good solution quickly can be quite difficult. Grid computing, which enables the distribution of challenging computational tasks across multiple CPUs, is one answer. SAS/OR, featuring new optimization solvers and the OPTMODEL procedure, can work together with SAS Grid Manager to provide grid-enabled optimization. This paper will provide a few examples of how SAS/OR code can be moved easily to a grid environment through the new grid-enabled version of the %Distribute macro that makes use of SAS Grid Manager. SAS Grid Manager helps automate the management of SAS computing grids with dynamic load balancing, resource assignment, job priority, and termination management. We will provide an introduction to this technology by exploring an application in the area of facility location analysis. We will discuss the serial implementation that uses just SAS/OR, and we will demonstrate the advantages of using grid-enabled versions of the code.