The LP Procedure
- Overview
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Getting Started
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Syntax
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DetailsMissing ValuesDense Data Input FormatSparse Data Input FormatConverting Any PROC LP Format to an MPS-Format SAS Data SetConverting Standard MPS Format to Sparse FormatThe Reduced Costs, Dual Activities, and Current TableauMacro Variable _ORLP_PricingScalingPreprocessingInteger ProgrammingSensitivity AnalysisRange AnalysisParametric ProgrammingInteractive FacilitiesMemory ManagementOutput Data SetsInput Data SetsDisplayed OutputODS Table and Variable NamesMemory Limit
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ExamplesAn Oil Blending ProblemA Sparse View of the Oil Blending ProblemSensitivity Analysis: Changes in Objective CoefficientsAdditional Sensitivity AnalysisPrice Parametric Programming for the Oil Blending ProblemSpecial Ordered Sets and the Oil Blending ProblemGoal-Programming a Product Mix ProblemA Simple Integer ProgramAn Infeasible ProblemRestarting an Integer ProgramAlternative Search of the Branch-and-Bound TreeAn Assignment ProblemA Scheduling ProblemA Multicommodity Transshipment Problem with Fixed ChargesConverting to an MPS-Format SAS Data SetMigration to OPTMODEL: AssignmentMigration to OPTMODEL: Multicommodity Transshipment
- References
Range analysis is sensitivity analysis for specific change vectors. As with the sensitivity analysis case, care must be used in interpreting the results of range analysis when the problem has integers or the preprocessing option is enabled.
The effects on the optimal solution of changes in each right-hand-side value can be studied using the RANGERHS option in the PROC LP or RESET statement.
This option results in sensitivity analysis for the 
right-hand-side change vectors specified by the columns of the 
identity matrix.
The effects on the optimal solution of changes in each price coefficient can be studied using the RANGEPRICE option in the PROC LP or RESET statement.
This option results in sensitivity analysis for the 
price change vectors specified by the rows of the 
identity matrix.