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 3.1: Functional Summary

Description Statement Option
Interactive Statements: 
perform one integer pivot and pauseIPIVOT 
perform one simplex pivot and pausePIVOT 
display information at current iterationPRINT 
terminate processing immediatelyQUIT 
reset options specifiedRESET 
start or resume optimizationRUN 
show settings of optionsSHOW 
   
Variable Lists: 
variables containing coefficients (sparse)COEF 
variable containing column names (sparse)COL 
alias for the ROW statementID 
variable (column) containing the range constant for the dense (sparse) formatRANGE 
variables (columns) containing RHS constants for the dense (sparse) formatRHS 
variables (columns) defining RHS change vectors for the dense (sparse) formatRHSSEN 
variable containing names of constraints and objective functions (names of rows) for the dense (sparse) formatROW 
variable containing the type of each observationTYPE 
structural variables (dense)VAR 
   
Data Set Options: 
active nodes input data setPROC LPACTIVEIN=
active nodes output data setPROC LPACTIVEOUT=
input data setPROC LPDATA=
dual output data setPROC LPDUALOUT=
primal input data setPROC LPPRIMALIN=
primal output data setPROC LPPRIMALOUT=
sparse format data input flagPROC LPSPARSEDATA
tableau output data setPROC LPTABLEAUOUT=
convert sparse or dense format input data set into MPS-format output data setPROC LPMPSOUT=
   
Display Control Options: 
display iteration logPROC LPFLOW
nonzero tolerance displayingPROC LPFUZZ=
inverse of FLOW optionPROC LPNOFLOW
inverse of PARAPRINT optionPROC LPNOPARAPRINT
omit some displayingPROC LPNOPRINT
inverse of TABLEAUPRINTPROC LPNOTABLEAUPRINT
parametric programming displayingPROC LPPARAPRINT
inverse of NOPRINTPROC LPPRINT
iteration frequency of displayPROC LPPRINTFREQ=
level of display desiredPROC LPPRINTLEVEL=
display the final tableauPROC LPTABLEAUPRINT
   
Interactive Control Options: 
pause before displaying the solutionPROC LPENDPAUSE
pause after first feasible solutionPROC LPFEASIBLEPAUSE
pause frequency of integer solutionsPROC LPIFEASIBLEPAUSE=
pause frequency of integer iterationsPROC LPIPAUSE=
inverse of ENDPAUSEPROC LPNOENDPAUSE
inverse of FEASIBLEPAUSEPROC LPNOFEASIBLEPAUSE
pause frequency of iterationsPROC LPPAUSE=
pause if within specified proximityPROC LPPROXIMITYPAUSE=
pause after data is readPROC LPREADPAUSE
   
Preprocessing Options: 
do not perform preprocessingPROC LPNOPREPROCESS
preprocessing error tolerancePROC LPPEPSILON=
limit preprocessing iterationsPROC LPPMAXIT=
perform preprocessing techniquesPROC LPPREPROCESS
   
Branch-and-Bound (BB) Control Options: 
perform automatic node selection techniquePROC LPAUTO
backtrack strategy to be usedPROC LPBACKTRACK=
branch on binary variables firstPROC LPBINFST
active node selection strategyPROC LPCANSELECT=
comprehensive node selection control parameterPROC LPCONTROL=
backtrack related techniquePROC LPDELTAIT=
measure for pruning BB treePROC LPDOBJECTIVE=
integer tolerancePROC LPIEPSILON=
limit integer iterationsPROC LPIMAXIT=
measure for pruning BB treePROC LPIOBJECTIVE=
order of two branched nodes in adding to BB treePROC LPLIFOTYPE=
inverse of AUTOPROC LPNOAUTO
inverse of BINFSTPROC LPNOBINFST
inverse of POSTPROCESSPROC LPNOPOSTPROCESS
limit number of branching variablesPROC LPPENALTYDEPTH=
measure for pruning BB treePROC LPPOBJECTIVE=
perform variables fixing techniquePROC LPPOSTPROCESS
percentage used in updating WOBJECTIVEPROC LPPWOBJECTIVE=
compression algorithm for storing active nodesPROC LPTREETYPE=
branching variable selection strategyPROC LPVARSELECT=
delay examination of some active nodesPROC LPWOBJECTIVE=
   
Sensitivity/Parametric/Ranging Control Options: 
inverse of RANGEPRICEPROC LPNORANGEPRICE
inverse of RANGERHSPROC LPNORANGERHS
limit perturbation of the price vectorPROC LPPRICEPHI=
range analysis on the price coefficientsPROC LPRANGEPRICE
range analysis on the RHS vectorPROC LPRANGERHS
limit perturbation of the RHS vectorPROC LPRHSPHI=
   
Simplex Algorithm Control Options: 
use devex methodPROC LPDEVEX
general error tolerancePROC LPEPSILON=
perform goal programmingPROC LPGOALPROGRAM
largest number used in computationPROC LPINFINITY=
reinversion frequencyPROC LPINVFREQ=
reinversion tolerancePROC LPINVTOL=
simultaneously set MAXIT1, MAXIT2, MAXIT3 and IMAXIT valuesPROC LPMAXIT=
limit phase 1 iterationsPROC LPMAXIT1=
limit phase 2 iterationsPROC LPMAXIT2=
limit phase 3 iterationsPROC LPMAXIT3=
inverse of devexPROC LPNODEVEX
restore basis after parametric programmingPROC LPPARARESTORE
weight of the phase 2 objective function in phase 1PROC LPPHASEMIX=
multiple pricing strategyPROC LPPRICETYPE=
number of columns to subset in multiple pricingPROC LPPRICE=
limit the number of iterations randomly selecting each entering variable during phase 1PROC LPRANDOMPRICEMULT=
zero tolerance in ratio testPROC LPREPSILON=
scaling type to be performedPROC LPSCALE=
zero tolerance in LU decompositionPROC LPSMALL=
time pause limitPROC LPTIME=
control pivoting during LU decompositionPROC LPU=
   
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 3RESETLOWER=
new variable upper bound during phase 3RESETUPPER=
   
PRINT Statement Options: 
display the best integer solutionPRINTBEST
display variable summary for specified columnsPRINTCOLUMN
display variable summary and price sensitivity analysis for specified columnsPRINTCOLUMN / SENSITIVITY
display variable summary for integer variablesPRINTINTEGER
display variable summary for nonzero integer variablesPRINTINTEGER_NONZEROS
display variable summary for integer variables with zero activityPRINTINTEGER_ZEROS
display submatrix for specified rows and columnsPRINTMATRIX
display formatted submatrix for specified rows and columnsPRINTMATRIX / PICTURE
display variable summary for continuous variablesPRINTNONINTEGER
display variable summary for nonzero continuous variablesPRINTNONINTEGER_NONZEROS
display variable summary for variables with nonzero activityPRINTNONZEROS
display price sensitivity analysis or price parametric programmingPRINTPRICESEN
display price range analysisPRINTRANGEPRICE
display RHS range analysisPRINTRANGERHS
display RHS sensitivity analysis or RHS parametric programmingPRINTRHSSEN
display constraint summary for specified rowsPRINTROW
display constraint summary and RHS sensitivity analysis for specified rowsPRINTROW / SENSITIVITY
display solution, variable, and constraint summariesPRINTSOLUTION
display current tableauPRINTTABLEAU
display variables with zero activityPRINTZEROS
   
SHOW Statement Options: 
display options appliedSHOWOPTIONS
display status of the current solutionSHOWSTATUS
   
QUIT Statement Option: 
save the defined output data sets and then terminate PROC LPQUIT/ SAVE
   

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