The OPTLP Procedure

The OPTLP procedure solves linear programming problems with solvers that have been improved and augmented for SAS/OR 9.3:

  • A network simplex algorithm has been added to solve linear programming problems that have a significant network structure embedded within them. This solver operates by first identifying and extracting the largest possible network structure within the problem. It finds an optimal solution to the network problem and then uses this solution as the core of an advanced initial solution for the entire problem, which is solved with the primal or dual simplex solver. As with other linear programming solvers, the network simplex solver is specified using the SOLVER=NS option. The new SOLVER2= option, used only when SOLVER=NS, is used to specify the solver to be used for solving the overall problem after the network problem has been solved.

  • For the interior point solver, the experimental CROSSOVER= option specifies that a solution found by the interior point solver should be converted to a basic feasible solution such as would be found by a primal or dual simplex solver. In many cases a basic feasible solution is more practically useful than the type of solution typically identified by an interior point solver. CROSSOVER=ON activates the crossover algorithm, which by default (CROSSOVER=OFF) is not used.

These new features are also accessible from the OPTMODEL procedure.