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The OPTLP Procedure

The OPTLP procedure enables you to choose from three linear programming solvers: primal simplex, dual simplex, and interior point (experimental). The simplex solvers implement a two-phase simplex method, and the interior point solver implements a primal-dual predictor-corrector algorithm.

The TIMETYPE= option enables you to specify the type of time (real time or CPU time) that can be limited via the MAXTIME= option and reported via the _OROPTLP_ macro variable.

PROC OPTLP accepts linear programming problems that are submitted in an MPS-format SAS data set. The MPS-format SAS data set corresponds closely to the MPS-format text file (commonly used in the optimization community). Problem data in formats that are used by the LP, INTPOINT, and NETFLOW procedures can be converted into MPS-format SAS data sets by using the new MPSOUT= option in each of these procedures.

New in SAS/OR 9.2, the experimental IIS= option enables you to identify, for an infeasible problem, constraints and variable bounds that form an irreducible infeasible set (IIS). Identifying an IIS can be very helpful in diagnosing and remedying infeasibility in a linear program. Information about the IIS is contained in the PRIMALOUT= and DUALOUT= data sets.

Also new in SAS/OR 9.2, the value "2" for the PRINTLEVEL= option directs the OPTLP procedure to produce an ODS table called "ProblemStatistics" in addition to the "ProblemSummary" and "SolutionSummary" ODS tables that are produced for PRINTLEVEL=1.