The OPTLP Procedure

Example 11.3 The Diet Problem

Consider the problem of diet optimization. There are six different foods: bread, milk, cheese, potato, fish, and yogurt. The cost and nutrition values per unit are displayed in Table 11.6.

Table 11.6: Cost and Nutrition Values

 

Bread

Milk

Cheese

Potato

Fish

Yogurt

Cost

2.0

3.5

8.0

1.5

11.0

1.0

Protein, g

4.0

8.0

7.0

1.3

8.0

9.2

Fat, g

1.0

5.0

9.0

0.1

7.0

1.0

Carbohydrates, g

15.0

11.7

0.4

22.6

0.0

17.0

Calories

90

120

106

97

130

180


The objective is to find a minimum-cost diet that contains at least 300 calories, not more than 10 grams of protein, not less than 10 grams of carbohydrates, and not less than 8 grams of fat. In addition, the diet should contain at least 0.5 unit of fish and no more than 1 unit of milk.

You can use the following SAS code to create the MPS-format input data set:

data ex3;
   input field1 $ field2 $ field3 $ field4 field5 $ field6;
   datalines;
NAME        .          EX3      .     .         .
ROWS        .          .        .     .         .
 N          diet       .        .     .         .
 G          calories   .        .     .         .
 L          protein    .        .     .         . 
 G          fat        .        .     .         .
 G          carbs      .        .     .         .
COLUMNS     .          .        .     .         .
.           br         diet     2     calories  90
.           br         protein  4     fat       1
.           br         carbs    15    .         .
.           mi         diet     3.5   calories  120
.           mi         protein  8     fat       5
.           mi         carbs    11.7  .         .
.           ch         diet     8     calories  106
.           ch         protein  7     fat       9
.           ch         carbs    .4    .         .
.           po         diet     1.5   calories  97
.           po         protein  1.3   fat       .1
.           po         carbs    22.6  .         .
.           fi         diet     11    calories  130
.           fi         protein  8     fat       7
.           fi         carbs    0     .         .
.           yo         diet     1     calories  180
.           yo         protein  9.2   fat       1
.           yo         carbs    17    .         .
RHS         .          .        .     .         .
.           .          calories 300   protein   10
.           .          fat      8     carbs     10
BOUNDS      .          .        .     .         .
UP          .          mi       1     .         .
LO          .          fi       .5    .         .
ENDATA      .          .        .     .         .
;

You can solve the diet problem by using PROC OPTLP as follows:

proc optlp data=ex3
   presolver = none
   algorithm = ps
   primalout = ex3pout
   dualout   = ex3dout
   logfreq   = 1;
run;

The solution summary and the optimal primal solution are displayed in Output 11.3.1.

Output 11.3.1: Diet Problem: Solution Summary and Optimal Primal Solution

Solution Summary

Obs Label1 cValue1 nValue1
1 Solver LP .
2 Algorithm Primal Simplex .
3 Objective Function diet .
4 Solution Status Optimal .
5 Objective Value 12.081337881 12.081338
6     .
7 Primal Infeasibility 8.881784E-16 8.881784E-16
8 Dual Infeasibility 0 0
9 Bound Infeasibility 0 0
10     .
11 Iterations 6 6.000000
12 Presolve Time 0.00 0
13 Solution Time 0.00 0

Primal Solution

Obs Objective
Function ID
RHS ID Variable
Name
Variable
Type
Objective
Coefficient
Lower Bound Upper Bound Variable Value Variable
Status
Reduced Cost
1 diet   br N 2.0 0.0 1.7977E308 0.00000 L 1.19066
2 diet   mi D 3.5 0.0 1 0.05360 B 0.00000
3 diet   ch N 8.0 0.0 1.7977E308 0.44950 B 0.00000
4 diet   po N 1.5 0.0 1.7977E308 1.86517 B 0.00000
5 diet   fi O 11.0 0.5 1.7977E308 0.50000 L 5.15641
6 diet   yo N 1.0 0.0 1.7977E308 0.00000 L 1.10849


The cost of the optimal diet is 12.08 units.