The OPTLP Procedure

The following example illustrates how you can use the OPTLP procedure to solve linear programs. Suppose you want to solve the following problem:

The corresponding MPS-format SAS data set is as follows:

data example;
   input field1 $ field2 $ field3 $ field4 field5 $ field6;
   datalines;
NAME        .      EXAMPLE   .    .     .
ROWS        .      .         .    .     .
N           COST   .         .    .     .
G           R1     .         .    .     .
L           R2     .         .    .     .
L           R3     .         .    .     .
COLUMNS     .      .         .    .     .
.           X1     COST      2    R2    1   
.           X1     R3        1    .     .   
.           X2     COST     -3    R1   -2
.           X2     R2        1    R3    2
.           X3     COST     -4    R1   -3
.           X3     R2        2    R3    3
RHS         .      .         .    .     .
.           RHS    R1       -5    R2    4   
.           RHS    R3        7    .     .
ENDATA      .      .         .    .     .
;

You can also create this data set from an MPS-format flat file (examp.mps) by using the following SAS macro:

%mps2sasd(mpsfile = "examp.mps", outdata = example);

Note: The SAS macro %MPS2SASD is provided in SAS/OR software. See Converting an MPS/QPS-Format File: %MPS2SASD for details.

You can use the following statement to call the OPTLP procedure:

title1 'The OPTLP Procedure';
proc optlp data = example
  objsense  = min
  presolver = automatic
  algorithm = primal
  primalout = expout
  dualout   = exdout;
run;

Note: The “N” designation for “COST” in the rows section of the data set example also specifies a minimization problem. See the section ROWS Section for details.

The optimal primal and dual solutions are stored in the data sets expout and exdout, respectively, and are displayed in Figure 10.1.

title2 'Primal Solution';
proc print data=expout label;
run;

title2 'Dual Solution';
proc print data=exdout label;
run;