The OPTLP Procedure

The OPTLP procedure solves linear programming problems that are submitted in a SAS data set that uses a mathematical programming system (MPS) format.

The MPS file format is a format commonly used for describing linear programming (LP) and integer programming (IP) problems (Murtagh, 1981; IBM, 1988). MPS-format files are in text format and have specific conventions for the order in which the different pieces of the mathematical model are specified. The MPS-format SAS data set corresponds closely to the MPS file format and is used to describe linear programming problems for PROC OPTLP. For more details, see Chapter 15: The MPS-Format SAS Data Set.

PROC OPTLP provides three solvers to solve general LPs: primal simplex, dual simplex, and interior point. The simplex solvers implement a two-phase simplex method, and the interior point solver implements a primal-dual predictor-corrector algorithm. For pure network LPs or LPs with significant network structure and additional linear side constraints, PROC OPTLP also provides a network simplex based solver. For more details about solving LPs with PROC OPTLP, see Chapter 10: The OPTLP Procedure.