The LP Procedure
- Overview
-
Getting Started
-
Syntax
-
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
-
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
| The Reduced Costs, Dual Activities, and Current Tableau |
The evaluation of reduced costs and the dual activities is independent of problem structure. For a basic solution, let 
be the matrix composed of the basic columns of 
and let 
be the matrix composed of the nonbasic columns of . The reduced cost associated with the 
th variable is
 |
and the dual activity of the 
th row is
 |
The Current Tableau is a section displayed when you specify either the TABLEAUPRINT option in the PROC LP statement or the TABLEAU option in the PRINT statement. The output contains a row for each basic variable and a column for each nonbasic variable. In addition, there is a row for the reduced costs and a column for the product
 |
This column is labeled INV(B)*R. The body of the tableau contains the matrix
 |