The LP Procedure

Converting Any PROC LP Format to an MPS-Format SAS Data Set

The MPSOUT= option enables you to convert an input data set for the LP procedure into an MPS-format SAS data set. The converted data set is readable by the OPTLP and OPTMILP procedures.

The conversion can handle both linear and mixed integer linear programs. The _TYPE_ values for sensitivity analysis (PRICESEN), parametric programming (RHSSEN), and input basis (BASIS) are dropped. When multiple objective rows are present, only the first row is marked as the objective row. The remaining rows are marked as free rows. When multiple right-hand side (RHS) columns are present, only the first RHS column is processed. Constraints with a _TYPE_ value of SOSEQ or SOSLE are ignored. The MPSOUT= option does not output branching priorities specified for the VARSELECT=PRIOR option to a BRANCH section in the MPS-format SAS data set.

For information about how the contents of the MPS-format SAS data set are interpreted, see Chapter 15: The MPS-Format SAS Data Set in SAS/OR 12.1 User's Guide: Mathematical Programming. For examples that demonstrate the use of the MPSOUT= option and migration to the OPTMODEL procedure, see the section Examples: LP Procedure.