The LP Procedure
- Overview
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Getting Started
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Syntax
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DetailsMissing ValuesDense Data Input FormatSparse Data Input FormatConverting Any PROC LP Format to an MPS-Format SAS Data SetConverting Standard MPS Format to Sparse FormatThe Reduced Costs, Dual Activities, and Current TableauMacro Variable _ORLP_PricingScalingPreprocessingInteger ProgrammingSensitivity AnalysisRange AnalysisParametric ProgrammingInteractive FacilitiesMemory ManagementOutput Data SetsInput Data SetsDisplayed OutputODS Table and Variable NamesMemory Limit
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ExamplesAn Oil Blending ProblemA Sparse View of the Oil Blending ProblemSensitivity Analysis: Changes in Objective CoefficientsAdditional Sensitivity AnalysisPrice Parametric Programming for the Oil Blending ProblemSpecial Ordered Sets and the Oil Blending ProblemGoal-Programming a Product Mix ProblemA Simple Integer ProgramAn Infeasible ProblemRestarting an Integer ProgramAlternative Search of the Branch-and-Bound TreeAn Assignment ProblemA Scheduling ProblemA Multicommodity Transshipment Problem with Fixed ChargesConverting to an MPS-Format SAS Data SetMigration to OPTMODEL: AssignmentMigration to OPTMODEL: Multicommodity Transshipment
- References
Scaling
Based on the SCALE= option specified, the procedure scales the coefficients of both the constraints and objective rows before iterating. This technique can improve the numerical stability of an ill-conditioned problem. If you want to modify the default matrix scaling used, which is SCALE=BOTH, use the SCALE=COLUMN, SCALE=ROW, or SCALE=NONE option in the PROC LP statement. If SCALE=BOTH, the matrix coefficients are scaled so that the largest element in absolute value in each row or column equals 1. They are scaled by columns first and then by rows. If SCALE=COLUMN (ROW), the matrix coefficients are scaled so that the largest element in absolute value in each column (row) equals 1. If SCALE=NONE, no scaling is performed.