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
If your model input is in MPS input format, you can convert it to the sparse input format of PROC LP using the SAS macro function SASMPSXS. For example, if your have an MPS file called MODEL.MPS and it is stored in the directory C:\OR on a PC, the following program can help you to convert the file and solve the problem.
%sasmpsxs(mpsfile="c:\or\model.mps",lpdata=lp);
data;
set lp;
retain i 1;
if _type_="FREE" and i=1 then
do;
_type_="MIN";
i=0;
end;
run;
proc lp sparsedata;
run;
In the MPS input format, all objective functions, price change rows, and free rows have the type 'N'. The SASMPSXS macro marks them as 'FREE' rows. After the conversion, you must run a DATA step to identify the objective rows and price change rows. In this example, assume that the problem is one of minimization and the first 'FREE' row is an objective row.