The CLP Procedure

OBJ Statement

  • OBJ options;

The OBJ statement enables you to set upper and lower bounds on the value of an objective function that is specified in the Constraint data set. You can also use the OBJ statement to specify the tolerance used for finding a locally optimal objective value.

If upper and lower bounds for the objective value are not specified, the CLP procedure tries to derive bounds from the domains of the variables that appear in the objective function. The procedure terminates with an error message if the objective is unbounded.

You can specify the following options in the OBJ statement:

LB= m

specifies the lower bound of the objective value.

TOL= m

specifies the tolerance of the objective value. The tolerance must not be less than 1E–6, which is the default.

UB= m

specifies the upper bound of the objective value.

For more information about using an objective function, see the section Objective Function.