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
In addition to the DATA= input data set, PROC LP recognizes the ACTIVEIN= and the PRIMALIN= data sets.
The ACTIVEIN= data set contains a representation of the current active tree. The format is identical to that of the ACTIVEOUT= data set.
The format of the PRIMALIN= data set is identical to the PRIMALOUT= data set. PROC LP uses the PRIMALIN= data set to identify variables at their upper bounds in the current solution and variables that are basic in the current solution.
You can add observations to the end of the problem data set if they define cost (right-hand-side) sensitivity change vectors and have PRICESEN (RHSSEN) types. This enables you to solve a problem, save the solution in a SAS data set, and perform sensitivity analysis later. You can also use the PRIMALIN= data set to restart problems that have not been completely solved or to which new variables have been added.