The INTPOINT Procedure

Overview

The new INTPOINT procedure solves the Network Program with Side Constraints (NPSC) problem (defined in the "Mathematical Description of NPSC" section) and the more general Linear Programming (LP) problem (defined in the "Mathematical Description of LP" section).

NPSC and LP models can be used to describe a wide variety of real-world applications ranging from production, inventory, and distribution problems to financial applications.

Whether your problem is NPSC or LP, PROC INTPOINT uses the same optimization algorithm, the Interior Point algorithm. This algorithm is outlined in the section "The Interior Point Algorithm".

While many of your problems may best be formulated as LP problems, there may be other instances when your problems are better formulated as NPSC problems. The "Network Models" section describes typical models that have a network component and suggests reasons why NPSC may be preferable to LP. The "Getting Started: NPSC Problems" section outlines how you supply data of any NPCS problem to the PROC INTPOINT and call the procedure. After it reads the NPSC data, PROC INTPOINT converts the problem into an equivalent LP problem, performs Interior Point optimization, then converts the solution it finds back into a form you can use as the optimum to the original NPSC model.

If your model is an LP problem, the way you supply the data to PROC INTPOINT and run the procedure is described in the "Getting Started: LP Problems" section.

The remainder of this chapter is organized as follows:

The "Typical PROC INTPOINT Run" section describes how to use this procedure.
The "Functional Summary" section lists the statements and options that can be used to control PROC INTPOINT.
The "Syntax" section describes all the statements and options of PROC INTPOINT.
The "Details" section contains fuller explanations, descriptions, and advice on the use and behavior of the procedure.
The "References" section concludes the chapter.