Getting Started: LP Solver

The following example illustrates how you can use the OPTMODEL procedure to solve linear programs. Suppose you want to solve the following problem:

You can use the following statement to call the OPTMODEL procedure for solving linear programs:

proc optmodel;
   var x{i in 1..3} >= 0;
   max f = x[1] + x[2] + x[3] ;
   con c1: 3*x[1] + 2*x[2]  - x[3]       <= 1;
   con c2: -2*x[1]  - 3*x[2]  +  2*x[3]  <= 1;
   solve with lp / solver = ps presolver = none printfreq = 1;
   print x;
quit;

The optimal solution and the optimal objective value are displayed in Figure 10.1.