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
The interactive features of the LP procedure enable you to examine intermediate results, perform sensitivity analysis, parametric programming, and range analysis, and control the solution process.
You can gain control of the LP procedure for interactive processing by setting a breakpoint or pressing the CTRL-BREAK key combination, or when certain error conditions are encountered:
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when a feasible solution is found
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at each pivot of the simplex algorithm
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when an integer feasible solution is found
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at each integer pivot of the branch-and-bound algorithm
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after the data are read but before iteration begins
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after at least one integer feasible solution has been found which is within desirable proximity of optimality
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after the problem has been solved but before results are displayed
When the LP procedure pauses, you can enter any of the interactive statements RESET, PIVOT, IPIVOT, PRINT, SHOW, QUIT, and RUN.
Breakpoints are set using the FEASIBLEPAUSE, PAUSE=, IFEASIBLEPAUSE=, IPAUSE=, PROXIMITYPAUSE=, READPAUSE, and ENDPAUSE options. The LP procedure displays a message on the SAS log when it gives you control because of encountering one of these breakpoints.
During phase 1, 2, or 3, the CTRL-BREAK key pauses the LP procedure and releases the control at the beginning of the next iteration.
The error conditions, which usually cause the LP procedure to pause, include time limit exceeded, phase 1 iterations exceeded, phase 2 iterations exceeded, phase 3 iterations exceeded, and integer iterations exceeded. You can use the RESET statement to reset the option that caused the error condition.
The PIVOT and IPIVOT statements result in control being returned to you after a single simplex algorithm pivot and an integer pivot. The PRINT and SHOW statements display current solution information and return control to you. On the other hand, the QUIT statement requests that you leave the LP procedure immediately. If you want to quit but save output data sets, then type QUIT/SAVE. The RUN statement requests the LP procedure to continue its execution immediately.
Once you have control of the procedure, you can examine the current values of the options and the status of the problem being solved using the SHOW statement. All displaying done by the SHOW statement goes to the SAS log.
Details about the current status of the solution are obtained using the PRINT statement. The various display options enable you to examine parts of the variable and constraint summaries, display the current tableau, perform sensitivity analysis on the current solution, and perform range analysis.
All of the interactive statements can be used when processing in batch mode. This is particularly convenient when the interactive facilities are used to combine different search strategies in solving integer problems.
Two features that enhance the ability to perform sensitivity analysis need further explanation. When you specify /SENSITIVITY in a PRINT COLUMN(colnames) statement, the LP procedure defines a new change row to use in sensitivity analysis and parametric programming. This new change row has a +1 entry for each variable listed in the PRINT statement. This enables you to define new change rows interactively.
When you specify /SENSITIVITY in a PRINT ROW (rownames) statement, the LP procedure defines a new change column to use in sensitivity analysis and parametric programming. This new change column has a +1 entry for each right-hand-side coefficient listed in the PRINT statement. This enables you to define new change columns interactively.
In addition, you can interactively change the RHSPHI= and PRICEPHI= options using the RESET statement. This enables you to perform parametric programming interactively.