The LP Procedure
- Overview
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Getting Started
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Syntax
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Details
Missing Values Dense Data Input Format Sparse Data Input Format Converting Any PROC LP Format to an MPS-Format SAS Data Set Converting Standard MPS Format to Sparse Format The Reduced Costs, Dual Activities, and Current Tableau Macro Variable ORLP Pricing Scaling Preprocessing Integer Programming Sensitivity Analysis Range Analysis Parametric Programming Interactive Facilities Memory Management Output Data Sets Input Data Sets Displayed Output ODS Table and Variable Names Memory Limit
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Examples
An Oil Blending Problem A Sparse View of the Oil Blending Problem Sensitivity Analysis: Changes in Objective Coefficients Additional Sensitivity Analysis Price Parametric Programming for the Oil Blending Problem Special Ordered Sets and the Oil Blending Problem Goal-Programming a Product Mix Problem A Simple Integer Program An Infeasible Problem Restarting an Integer Program Alternative Search of the Branch-and-Bound Tree An Assignment Problem A Scheduling Problem A Multicommodity Transshipment Problem with Fixed Charges Converting to an MPS-Format SAS Data Set Migration to OPTMODEL: Assignment Migration to OPTMODEL: Multicommodity Transshipment
- References
| An MPS Format to Sparse Format Conversion Example |
If your model input is in MPS input format, you can convert it to the sparse input format of PROC LP using the SAS macro function SASMPSXS. For example, if your have an MPS file called MODEL.MPS and it is stored in the directory C:\OR on a PC, the following program can help you to convert the file and solve the problem.
%sasmpsxs(mpsfile="c:\or\model.mps",lpdata=lp);
data;
set lp;
retain i 1;
if _type_="FREE" and i=1 then
do;
_type_="MIN";
i=0;
end;
run;
proc lp sparsedata;
run;
In the MPS input format, all objective functions, price change rows, and free rows have the type 'N'. The SASMPSXS macro marks them as 'FREE' rows. After the conversion, you must run a DATA step to identify the objective rows and price change rows. In this example, assume that the problem is one of minimization and the first 'FREE' row is an objective row.