The legacy LP procedure solves linear programs, integer programs, and mixed-integer linear programs. It also performs parametric programming and range analysis, reporting on solution sensitivity to changes in the right-hand-side constants and price coefficients. There are no restrictions on the problem size in the LP procedure. The number of constraints and variables in a problem that PROC LP can solve depends on the host platform, the available memory, and the available disk space for utility data sets.
The Model data set can be specified in either a dense or sparse format. The sparse format is more flexible than the mathematical programming system (MPS) format, yet consistent with the MPS input format.
The Primal data set can be input to warm-start the solution process, using a previous solution.
The Primal data set contains the primal solution, including the basic and nonbasic variable names, their values in the solution, cost coefficients, and reduced costs.
The Dual data set contains the dual solution, including the values of the constraints and the dual values.
The Active data set contains a representation of the current state of the branch-and-bound tree for restarting mixed-integer linear problems.
The macro status variable, which describes the outcome of the optimization process and any solution found, is saved for easier system integration.