The LP Procedure

Example 5.15 Converting to an MPS-Format SAS Data Set

This example demonstrates the use of the MPSOUT= option to convert problem data in PROC LP input format into an MPS-format SAS data set for use with the OPTLP procedure.

Consider the oil blending problem introduced in the section An Introductory Example. Suppose you have saved the problem data in dense format by using the following DATA step:

data exdata;
   input _id_ $17. a_light a_heavy brega naphthal naphthai 
         heatingo jet_1 jet_2 _type_ $ _rhs_;
datalines;
profit            -175 -165 -205  0  0  0 300 300 max     .
naphtha_l_conv    .035 .030 .045 -1  0  0   0   0  eq     0
naphtha_i_conv    .100 .075 .135  0 -1  0   0   0  eq     0
heating_o_conv    .390 .300 .430  0  0 -1   0   0  eq     0
recipe_1             0    0    0  0 .3 .7  -1   0  eq     0
recipe_2             0    0    0 .2  0 .8   0  -1  eq     0
available          110  165   80  .  .  .   .   . upperbd .
;

If you decide to solve the problem by using the OPTLP procedure, you will need to convert the data set exdata from dense format to MPS format. You can accomplish this by using the following statements:

proc lp data=exdata mpsout=mpsdata;
run;

The MPS-format SAS data set mpsdata is shown in Output 5.15.1.

Output 5.15.1: Data Set mpsdata

Obs	FIELD1	FIELD2	FIELD3	FIELD4	FIELD5	FIELD6
1	NAME		PROBLEM	.		.
2	ROWS			.		.
3	MAX	profit		.		.
4	E	naphtha_l_conv		.		.
5	E	naphtha_i_conv		.		.
6	E	heating_o_conv		.		.
7	E	recipe_1		.		.
8	E	recipe_2		.		.
9	COLUMNS			.		.
10		a_light	profit	-175.000	naphtha_l_conv	0.035
11		a_light	naphtha_i_conv	0.100	heating_o_conv	0.390
12		a_heavy	profit	-165.000	naphtha_l_conv	0.030
13		a_heavy	naphtha_i_conv	0.075	heating_o_conv	0.300
14		brega	profit	-205.000	naphtha_l_conv	0.045
15		brega	naphtha_i_conv	0.135	heating_o_conv	0.430
16		naphthal	naphtha_l_conv	-1.000	recipe_2	0.200
17		naphthai	naphtha_i_conv	-1.000	recipe_1	0.300
18		heatingo	heating_o_conv	-1.000	recipe_1	0.700
19		heatingo	recipe_2	0.800		.
20		jet_1	profit	300.000	recipe_1	-1.000
21		jet_2	profit	300.000	recipe_2	-1.000
22	BOUNDS			.		.
23	UP	.BOUNDS.	a_light	110.000		.
24	UP	.BOUNDS.	a_heavy	165.000		.
25	UP	.BOUNDS.	brega	80.000		.
26	ENDATA			.		.

Now that the problem data are in MPS format, you can solve the problem by using the OPTLP procedure. For more information, see Chapter 11: The OPTLP Procedure in SAS/OR User's Guide: Mathematical Programming.