PROC OPTLP solves linear programming problems that are submitted either in an MPS-format file or in an MPS-format SAS data set.

The MPS file format is a format commonly used for describing linear programming (LP) and integer programming (IP) problems (Murtagh; 1981; IBM; 1988). MPS-format files are in text format and have specific conventions for the order in which the different pieces of the mathematical model are specified. The MPS-format SAS data set corresponds closely to the MPS file format and is used to describe linear programming problems for PROC OPTLP. For more details, refer to Chapter 16, The MPS-Format SAS Data Set.

PROC OPTLP provides three solvers to solve the LP: primal simplex, dual simplex, and interior point. The simplex solvers implement a two-phase simplex method, and the interior point solver implements a primal-dual predictor-corrector algorithm. For more details refer to Chapter 17, The OPTLP Procedure.