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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 is 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

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