The LP Procedure

Functional Summary

The statements and options available with PROC LP are summarized by purpose in the following table. An alphabetical list of options is provided in the Dictionary of Options.

Table 5.1: Functional Summary

Description	Statement	Option
Interactive Statements:
Perform one integer pivot and pause	IPIVOT
Perform one simplex pivot and pause	PIVOT
Display information at current iteration	PRINT
Terminate processing immediately	QUIT
Reset options specified	RESET
Start or resume optimization	RUN
Show settings of options	SHOW
Variable Lists:
Variables that contain coefficients (sparse)	COEF
Variable that contains column names (sparse)	COL
Alias for the ROW statement	ID
Variable (column) that contains the range constant for the dense (sparse) format	RANGE
Variables (columns) that contains RHS constants for the dense (sparse) format	RHS
Variables (columns) that define RHS change vectors for the dense (sparse) format	RHSSEN
Variable that contains names of constraints and objective functions (names of rows) for the dense (sparse) format	ROW
Variable that contains the type of each observation	TYPE
Structural variables (dense)	VAR
Data Set Options:
Active nodes input data set	PROC LP	ACTIVEIN=
Active nodes output data set	PROC LP	ACTIVEOUT=
Input data set	PROC LP	DATA=
Dual output data set	PROC LP	DUALOUT=
Primal input data set	PROC LP	PRIMALIN=
Primal output data set	PROC LP	PRIMALOUT=
Sparse format data input flag	PROC LP	SPARSEDATA
Tableau output data set	PROC LP	TABLEAUOUT=
Convert sparse or dense format input data set into MPS-format output data set	PROC LP	MPSOUT=
Display Control Options:
Display iteration log	PROC LP	FLOW
Nonzero tolerance displaying	PROC LP	FUZZ=
Inverse of FLOW option	PROC LP	NOFLOW
Inverse of PARAPRINT option	PROC LP	NOPARAPRINT
Omit some displaying	PROC LP	NOPRINT
Inverse of TABLEAUPRINT	PROC LP	NOTABLEAUPRINT
Parametric programming displaying	PROC LP	PARAPRINT
Inverse of NOPRINT	PROC LP	PRINT
Iteration frequency of display	PROC LP	PRINTFREQ=
Level of display desired	PROC LP	PRINTLEVEL=
Display the final tableau	PROC LP	TABLEAUPRINT
Interactive Control Options:
Pause before displaying the solution	PROC LP	ENDPAUSE
Pause after first feasible solution	PROC LP	FEASIBLEPAUSE
Pause frequency of integer solutions	PROC LP	IFEASIBLEPAUSE=
Pause frequency of integer iterations	PROC LP	IPAUSE=
Inverse of ENDPAUSE	PROC LP	NOENDPAUSE
Inverse of FEASIBLEPAUSE	PROC LP	NOFEASIBLEPAUSE
Pause frequency of iterations	PROC LP	PAUSE=
Pause if within specified proximity	PROC LP	PROXIMITYPAUSE=
Pause after data are read	PROC LP	READPAUSE
Preprocessing Control Options:
Do not perform preprocessing	PROC LP	NOPREPROCESS
Preprocessing error tolerance	PROC LP	PEPSILON=
Limit preprocessing iterations	PROC LP	PMAXIT=
Perform preprocessing techniques	PROC LP	PREPROCESS
Branch-and-Bound (BB) Control Options:
Perform automatic node selection technique	PROC LP	AUTO
Backtrack strategy to be used	PROC LP	BACKTRACK=
Branch on binary variables first	PROC LP	BINFST
Active node selection strategy	PROC LP	CANSELECT=
Comprehensive node selection control parameter	PROC LP	CONTROL=
Backtrack related technique	PROC LP	DELTAIT=
Measure for pruning BB tree	PROC LP	DOBJECTIVE=
Integer tolerance	PROC LP	IEPSILON=
Limit integer iterations	PROC LP	IMAXIT=
Measure for pruning BB tree	PROC LP	IOBJECTIVE=
Order of two branched nodes in adding to BB tree	PROC LP	LIFOTYPE=
Inverse of AUTO	PROC LP	NOAUTO
Inverse of BINFST	PROC LP	NOBINFST
Inverse of POSTPROCESS	PROC LP	NOPOSTPROCESS
Limit number of branching variables	PROC LP	PENALTYDEPTH=
Measure for pruning BB tree	PROC LP	POBJECTIVE=
Perform variables fixing technique	PROC LP	POSTPROCESS
Percentage used in updating WOBJECTIVE	PROC LP	PWOBJECTIVE=
Compression algorithm for storing active nodes	PROC LP	TREETYPE=
Branching variable selection strategy	PROC LP	VARSELECT=
Delay examination of some active nodes	PROC LP	WOBJECTIVE=
Sensitivity/Parametric/Ranging Control Options:
Inverse of RANGEPRICE	PROC LP	NORANGEPRICE
Inverse of RANGERHS	PROC LP	NORANGERHS
Limit perturbation of the price vector	PROC LP	PRICEPHI=
Range analysis on the price coefficients	PROC LP	RANGEPRICE
Range analysis on the RHS vector	PROC LP	RANGERHS
Limit perturbation of the RHS vector	PROC LP	RHSPHI=
Simplex Algorithm Control Options:
Use devex method	PROC LP	DEVEX
General error tolerance	PROC LP	EPSILON=
Perform goal programming	PROC LP	GOALPROGRAM
Largest number used in computation	PROC LP	INFINITY=
Reinversion frequency	PROC LP	INVFREQ=
Reinversion tolerance	PROC LP	INVTOL=
Simultaneously set MAXIT1, MAXIT2, MAXIT3 and IMAXIT values	PROC LP	MAXIT=
Limit phase 1 iterations	PROC LP	MAXIT1=
Limit phase 2 iterations	PROC LP	MAXIT2=
Limit phase 3 iterations	PROC LP	MAXIT3=
Inverse of devex	PROC LP	NODEVEX
Restore basis after parametric programming	PROC LP	PARARESTORE
Weight of the phase 2 objective function in phase 1	PROC LP	PHASEMIX=
Multiple pricing strategy	PROC LP	PRICETYPE=
Number of columns to subset in multiple pricing	PROC LP	PRICE=
Limit the number of iterations randomly selecting each entering variable during phase 1	PROC LP	RANDOMPRICEMULT=
Zero tolerance in ratio test	PROC LP	REPSILON=
Scaling type to be performed	PROC LP	SCALE=
Zero tolerance in LU decomposition	PROC LP	SMALL=
Time pause limit	PROC LP	TIME=
Control pivoting during LU decomposition	PROC LP	U=
RESET Statement Options:
The RESET statement supports the same options as the PROC LP statement except for
the DATA=, PRIMALIN=, and ACTIVEIN= options, and supports the following additional
options:
New variable lower bound during phase 3	RESET	LOWER=
New variable upper bound during phase 3	RESET	UPPER=
PRINT Statement Options:
Display the best integer solution	PRINT	BEST
Display variable summary for specified columns	PRINT	COLUMN
Display variable summary and price sensitivity analysis for specified columns	PRINT	COLUMN / SENSITIVITY
Display variable summary for integer variables	PRINT	INTEGER
Display variable summary for nonzero integer variables	PRINT	INTEGER_NONZEROS
Display variable summary for integer variables with zero activity	PRINT	INTEGER_ZEROS
Display submatrix for specified rows and columns	PRINT	MATRIX
Display formatted submatrix for specified rows and columns	PRINT	MATRIX / PICTURE
Display variable summary for continuous variables	PRINT	NONINTEGER
Display variable summary for nonzero continuous variables	PRINT	NONINTEGER_NONZEROS
Display variable summary for variables with nonzero activity	PRINT	NONZEROS
Display price sensitivity analysis or price parametric programming	PRINT	PRICESEN
Display price range analysis	PRINT	RANGEPRICE
Display RHS range analysis	PRINT	RANGERHS
Display RHS sensitivity analysis or RHS parametric programming	PRINT	RHSSEN
Display constraint summary for specified rows	PRINT	ROW
Display constraint summary and RHS sensitivity analysis for specified rows	PRINT	ROW / SENSITIVITY
Display solution, variable, and constraint summaries	PRINT	SOLUTION
Display current tableau	PRINT	TABLEAU
Display variables with zero activity	PRINT	ZEROS
SHOW Statement Options:
Display options applied	SHOW	OPTIONS
Display status of the current solution	SHOW	STATUS
QUIT Statement Option:
Save the defined output data sets and then terminate PROC LP	QUIT	/ SAVE