The Linear Programming Solver
- Overview
- Getting Started
-
Syntax
-
Details
Presolve Pricing Strategies for the Primal and Dual Simplex Solvers The Network Simplex Algorithm The Interior Point Algorithm Macro Variable OROPTMODEL Iteration Log for the Primal and Dual Simplex Solvers Iteration Log for the Network Simplex Solver Iteration Log for the Interior Point Solver Problem Statistics Data Magnitude and Variable Bounds Variable and Constraint Status Irreducible Infeasible Set
-
Examples
Diet Problem Reoptimizing the Diet Problem Using BASIS=WARMSTART Two-Person Zero-Sum Game Finding an Irreducible Infeasible Set Using the Network Simplex Solver Migration to OPTMODEL: Generalized Networks Migration to OPTMODEL: Maximum Flow Migration to OPTMODEL: Production, Inventory, Distribution Migration to OPTMODEL: Shortest Path
- References
| Problem Statistics |
Optimizers can encounter difficulty when solving poorly formulated models. Information about data magnitude provides a simple gauge to determine how well a model is formulated. For example, a model whose constraint matrix contains one very large entry (on the order of 
) can cause difficulty when the remaining entries are single-digit numbers. The PRINTLEVEL=2 option in the OPTMODEL procedure causes the ODS table "ProblemStatistics" to be generated when the LP solver is called. This table provides basic data magnitude information that enables you to improve the formulation of your models.
The example output in Figure 5.3 demonstrates the contents of the ODS table "ProblemStatistics."
Figure 5.3
ODS Table ProblemStatistics
The OPTMODEL Procedure
| Problem Statistics | |
|---|---|
| Number of Constraint Matrix Nonzeros | 6 |
| Maximum Constraint Matrix Coefficient | 3 |
| Minimum Constraint Matrix Coefficient | 1 |
| Average Constraint Matrix Coefficient | 2.1666666667 |
| Number of Objective Nonzeros | 3 |
| Maximum Objective Coefficient | 1 |
| Minimum Objective Coefficient | 1 |
| Average Objective Coefficient | 1 |
| Number of RHS Nonzeros | 2 |
| Maximum RHS | 1 |
| Minimum RHS | 1 |
| Average RHS | 1 |
| Maximum Number of Nonzeros per Column | 2 |
| Minimum Number of Nonzeros per Column | 2 |
| Average Number of Nonzeros per Column | 2 |
| Maximum Number of Nonzeros per Row | 3 |
| Minimum Number of Nonzeros per Row | 3 |
| Average Number of Nonzeros per Row | 3 |