The INTPOINT Procedure
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Overview
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Getting Started
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SyntaxFunctional SummaryDictionary of OptionsPROC INTPOINT StatementCAPACITY StatementCOEF StatementCOLUMN StatementCOST StatementDEMAND StatementHEADNODE StatementID StatementLO StatementNAME StatementNODE StatementQUIT StatementRHS StatementROW StatementRUN StatementSUPDEM StatementSUPPLY StatementTAILNODE StatementTYPE StatementVAR Statement
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DetailsInput Data SetsOutput Data SetsConverting Any PROC INTPOINT Format to an MPS-Format SAS Data SetCase SensitivityLoop ArcsMultiple ArcsFlow and Value BoundsTightening Bounds and Side ConstraintsReasons for InfeasibilityMissing S Supply and Missing D Demand ValuesBalancing Total Supply and Total DemandHow to Make the Data Read of PROC INTPOINT More EfficientStopping Criteria
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ExamplesProduction, Inventory, Distribution ProblemAltering Arc DataAdding Side ConstraintsUsing Constraints and More Alteration to Arc DataNonarc Variables in the Side ConstraintsSolving an LP Problem with Data in MPS FormatConverting to an MPS-Format SAS Data SetMigration to OPTMODEL: Production, Inventory, Distribution
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References
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George, J. A., Liu, J. W., and Ng, E. (2001). “Computer Solution of Positive Definite Systems.” Unpublished manuscript available from authors.
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Lustig, I. J., Marsten, R. E., and Shanno, D. F. (1992). “On Implementing Mehrotra’s Predictor-Corrector Interior-Point Method for Linear Programming.” SIAM Journal on Optimization 2:435–449.
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Murtagh, B. A. (1981). Advanced Linear Programming: Computation and Practice. New York: McGraw-Hill.
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Reid, J. K. (1975). A Sparsity-Exploiting Variant of the Bartels-Golub Decomposition for Linear Programming Bases. Technical Report Harwell CSS 20, Atomic Energy Research Establishment, Harwell, UK.
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Roos, C., Terlaky, T., and Vial, J. (1997). Theory and Algorithms for Linear Optimization. Chichester, UK: John Wiley & Sons.
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Wright, S. J. (1997). Primal-Dual Interior-Point Methods. Philadelphia: SIAM.
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Ye, Y. (1996). Interior Point Algorithms: Theory and Analysis. New York: John Wiley & Sons.