The LP Procedure

Example 4.15 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 4.15.1.

Output 4.15.1: 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 12: The OPTLP Procedure in SAS/OR 14.1 User's Guide: Mathematical Programming.