This subsection describes the PRIMALIN= data set required to warm start PROC OPTMILP, in addition to the PRIMALOUT= and DUALOUT=
data sets.
Definitions of Variables in the PRIMALIN= Data Set
The PRIMALIN= data set has two required variables defined as follows:
-
_VAR_
-
specifies the variable (column) names of the problem. The values should match the column names in the DATA= data set for the
current problem.
-
_VALUE_
-
specifies the solution value for each variable in the problem.
Note: If PROC OPTMILP produces a feasible solution, the primal output data set from that run can be used as the PRIMALIN= data
set for a subsequent run, provided that the variable names are the same. If this input solution is not feasible for the subsequent
run, the solver automatically tries to repair it. See the section Warm Start for more details.
Definitions of Variables in the PRIMALOUT= Data Set
PROC OPTMILP stores the current best integer feasible solution of the problem in the data set specified by the PRIMALOUT=
option. The variables in this data set are defined as follows:
-
_OBJ_ID_
-
specifies the identifier of the objective function.
-
_RHS_ID_
-
specifies the identifier of the right-hand side.
-
_VAR_
-
specifies the variable (column) names.
-
_TYPE_
-
specifies the variable type. _TYPE_ can take one of the following values:
- C
-
continuous variable
- I
-
general integer variable
- B
-
binary variable (0 or 1)
-
_OBJCOEF_
-
specifies the coefficient of the variable in the objective function.
-
_LBOUND_
-
specifies the lower bound on the variable.
-
_UBOUND_
-
specifies the upper bound on the variable.
-
_VALUE_
-
specifies the value of the variable in the current solution.
Definitions of the DUALOUT= Data Set Variables
The DUALOUT= data set contains the constraint activities that correspond to the primal solution in the PRIMALOUT= data set.
Information about additional objective rows of the MILP problem is not included. The variables in this data set are defined
as follows:
-
_OBJ_ID_
-
specifies the identifier of the objective function from the input data set.
-
_RHS_ID_
-
specifies the identifier of the right-hand side from the input data set.
-
_ROW_
-
specifies the constraint (row) name.
-
_TYPE_
-
specifies the constraint type. _TYPE_ can take one of the following values:
- L
-
“less than or equal” constraint
- E
-
equality constraint
- G
-
“greater than or equal” constraint
- R
-
ranged constraint (both “less than or equal” and “greater than or equal”)
-
_RHS_
-
specifies the value of the right-hand side of the constraint. It takes a missing value for a ranged constraint.
-
_L_RHS_
-
specifies the lower bound of a ranged constraint. It takes a missing value for a non-ranged constraint.
-
_U_RHS_
-
specifies the upper bound of a ranged constraint. It takes a missing value for a non-ranged constraint.
-
_ACTIVITY_
-
specifies the activity of a constraint for a given primal solution. In other words, the value of _ACTIVITY_ for the ith constraint is equal to , where refers to the ith row of the constraint matrix and denotes the vector of the current primal solution.
Copyright © SAS Institute Inc. All Rights Reserved.