The LP procedure solves mixed integer linear programming problems (MILPs) with a primal simplex solver. To solve a MILP, you first need to identify the integer variables. You can do this with a row in the input data set that has the keyword INTEGER for the type variable. It is important to note that integer variables must have upper bounds explicitly defined.
As with linear programs, you can specify MILP problem data using either sparse or dense format. For more details, see Chapter 4: The LP Procedure.