Usage Note 19427: Basic variable violates the non-negativity boundary constraint in the optimal solution
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PROC LP may report optimality upon termination when a basic variable slightly violates the non-negativity boundary constraint in the resulting solution.
To circumvent this problem, adjust the bound expansion value with the BEPSILON= option on the PROC LP statement. BEPSILON is an experimental option and is documented as follows:
BEPSILON=e specifies a number between 0 and 1.0e-6. The BEPSILON= option is used to specify a bound expansion value to which primal feasibility can be violated to overcome cycling and other numerical issues. The default value is machine epsilon.
Select the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| Product Family | Product | System | SAS Release | |
| Reported | Fixed* | |||
| SAS System | SAS/OR | Microsoft Windows XP Professional | 9.1 TS1M3 SP1 | |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9.1 TS1M3 SP1 | |||
| Microsoft Windows XP 64-bit Edition | 9.1 TS1M3 SP1 | |||
| Microsoft Windows NT Workstation | 9.1 TS1M3 SP1 | |||
| Microsoft Windows Server 2003 Standard Edition | 9.1 TS1M3 SP1 | |||
| Microsoft Windows 2000 Server | 9.1 TS1M3 SP1 | |||
| Microsoft Windows Server 2003 Datacenter Edition | 9.1 TS1M3 SP1 | |||
| Microsoft Windows Server 2003 Enterprise Edition | 9.1 TS1M3 SP1 | |||
| Microsoft Windows 2000 Datacenter Server | 9.1 TS1M3 SP1 | |||
| Microsoft Windows 2000 Professional | 9.1 TS1M3 SP1 | |||
| Microsoft Windows 2000 Advanced Server | 9.1 TS1M3 SP1 | |||
| Linux | 9.1 TS1M3 SP1 | |||
| 64-bit Enabled Solaris | 9.1 TS1M3 SP1 | |||
| z/OS | 9.1 TS1M3 SP1 | |||
| Linux on Itanium | 9.1 TS1M3 SP1 | |||
| HP-UX IPF | 9.1 TS1M3 SP1 | |||
| 64-bit Enabled HP-UX | 9.1 TS1M3 SP1 | |||
| OpenVMS Alpha | 9.1 TS1M3 SP1 | |||
| 64-bit Enabled AIX | 9.1 TS1M3 SP1 | |||
| Tru64 UNIX | 9.1 TS1M3 SP1 | |||
A fix for SAS 9.1.3 (9.1 TS1M3) for this issue is available at:
http://www.sas.com/techsup/download/hotfix/e9_sbcs_prod_list.html#019427A fix for SAS 9.1.3 (9.1 TS1M3) with Asian Language Support (DBCS) for this issue is available at :
http://www.sas.com/techsup/download/hotfix/e9_dbcs_prod_list.html#019427| Type: | Usage Note |
| Priority: | |
| Topic: | SAS Reference ==> Procedures ==> LP Analytics ==> Mathematical Optimization |
| Date Modified: | 2007-02-15 09:27:42 |
| Date Created: | 2007-01-24 16:22:26 |