Reoptimizing After Modifying the Objective Function (optlpe04)

/***************************************************************************/
/*                                                                         */
/*                  S A S   S A M P L E   L I B R A R Y                    */
/*                                                                         */
/*    NAME: optlpe04                                                       */
/*   TITLE: Reoptimizing After Modifying the Objective Function (optlpe04) */
/* PRODUCT: OR                                                             */
/*  SYSTEM: ALL                                                            */
/*    KEYS: OR                                                             */
/*   PROCS: OPTLP                                                          */
/*    DATA:                                                                */
/*                                                                         */
/* SUPPORT:                             UPDATE:                            */
/*     REF:                                                                */
/*    MISC: Example 4 from the OPTLP chapter of Mathematical Programming.  */
/*                                                                         */
/***************************************************************************/


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      .          .        .     .         .
;

proc optlp data=ex3
   presolver  = none
   algorithm  = ps
   primalout  = ex3pout
   dualout    = ex3dout
   logfreq    = 0
   printlevel = 0;
run;



data ex4;
   input field1 $ field2 $ field3 $ field4 field5 $ field6;
   datalines;
NAME        .          EX4      .     .         .
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     10    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      7    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      .          .        .     .         .
;



proc optlp data=ex4
   presolver = none
   basis     = warmstart
   primalin  = ex3pout
   dualin    = ex3dout
   algorithm = primal
   primalout = ex4pout
   dualout   = ex4dout
   logfreq   = 1;
run;