The OPTLP Procedure

Example 15.2: Using the Interior Point Solver

You can also solve the oil refinery problem described in Example 15.1 by using the interior point solver. You can create the input data set from an external MPS-format flat file by using the SAS macro %MPS2SASD or SAS DATA step code, both of which are described in the section "Getting Started: OPTLP Procedure". You can use the following SAS code to solve the problem:


    proc optlp data=ex1 
      objsense  = max 
      solver    = ii 
      primalout = ex1ipout 
      dualout   = ex1idout
      printfreq = 1;
    run;
 

The optimal solution is displayed in Output 15.2.1.

Output 15.2.1: Interior Point Solver: Primal Solution Output
The OPTLP Procedure
Primal Solution

Obs Objective Function ID RHS ID Variable
Name
Variable
Type
Objective
Coefficient
Lower
Bound
Upper Bound Variable Value Variable
Status
Reduced
Cost
1 profit   a_l D -175 0 110 110.000   .
2 profit   a_h D -165 0 165 0.000   .
3 profit   br D -205 0 80 80.000   .
4 profit   na_l N 0 0 1.7977E308 7.450   .
5 profit   na_i N 0 0 1.7977E308 21.800   .
6 profit   h_o N 0 0 1.7977E308 77.300   .
7 profit   j_1 N 350 0 1.7977E308 72.667   .
8 profit   j_2 N 350 0 1.7977E308 33.042   .



The iteration log is displayed in Output 15.2.2.

Output 15.2.2: Log: Solution Progress
NOTE: The problem EX1 has 8 variables (0 free, 0 fixed).
NOTE: The problem has 6 constraints (3 LE, 3 EQ, 0 GE, 0 range).
NOTE: The problem has 19 constraint coefficients.
WARNING: The objective sense has been changed to maximization.
NOTE: The OPTLP presolver value AUTOMATIC is applied.
NOTE: The OPTLP presolver removed 3 variables and 3 constraints.
NOTE: The OPTLP presolver removed 6 constraint coefficients.
NOTE: The presolved problem has 5 variables, 3 constraints, and 13 constraint
coefficients.
NOTE: This is an experimental version of the ITERATIVE INTERIOR solver.
NOTE: The ITERATIVE INTERIOR solver is called.
Primal Bound Dual
Iter Complement Duality Gap Infeas Infeas Infeas
0 34958 384.219096 0 0 0
1 2673.363162 29.592780 0 0 0
2 277.996721 5.028437 0 0 0
3 105.556374 3.304951 0 0 0
4 11.839657 5.102811 0 0 0
5 4.437942 0.286014 0 0 0
6 0.315096 0.030434 0 0 0
7 0.017297 0.001519 0 0 0
8 0.000402 0.000075869 0 0 0
9 0.000018868 0.000003793 0 0 0
10 0.000000940 0.000000190 0 0 0
NOTE: Optimal.
NOTE: Objective = 1347.91648.



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