The OPTLP Procedure
- Overview
- Getting Started
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Syntax
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DetailsData Input and OutputPresolvePricing Strategies for the Primal and Dual Simplex SolversWarm Start for the Primal and Dual Simplex SolversThe Network Simplex AlgorithmThe Interior Point AlgorithmIteration Log for the Primal and Dual Simplex SolversIteration Log for the Network Simplex SolverIteration Log for the Interior Point SolverIteration Log for the Crossover AlgorithmConcurrent LPODS TablesIrreducible Infeasible SetMacro Variable _OROPTLP_
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Examples
- References
Presolve
Presolve in PROC OPTLP uses a variety of techniques to reduce the problem size, improve numerical stability, and detect infeasibility or unboundedness (Andersen and Andersen, 1995; Gondzio, 1997). During presolve, redundant constraints and variables are identified and removed. Presolve can further reduce the problem size by substituting variables. Variable substitution is a very effective technique, but it might occasionally increase the number of nonzero entries in the constraint matrix.
In most cases, using presolve is very helpful in reducing solution times. You can enable presolve at different levels or disable it by specifying the PRESOLVER= option.