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
References
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Bartels, R. (1971). “A Stabilization of the Simplex Method.” Numerical Mathematics 16:414–434.
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Bland, R. G. (1977). “New Finite Pivoting Rules for the Simplex Method.” Mathematics of Operations Research 2:103–107.
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Breau, R., and Burdet, C. A. (1974). “Branch and Bound Experiments in Zero-One Programming.” Mathematical Programming Study 2:1–50.
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Crowder, H., Johnson, E. L., and Padberg, M. W. (1983). “Solving Large-Scale Zero-One Linear Programming Problems.” Operations Research 31:803–834.
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Dantzig, G. B. (1963). Linear Programming and Extensions. Princeton, NJ: Princeton University Press.
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Garfinkel, R. S., and Nemhauser, G. L. (1972). Integer Programming. New York: John Wiley & Sons.
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Greenberg, H. J. (1978). “Pivot Selection Tactics.” In Design and Implementation of Optimization Software, edited by H. J. Greenberg, 143–174. Leiden, Netherlands: Sijthoff & Noordhoff.
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Hadley, G. (1962). Linear Programming. Reading, MA: Addison-Wesley.
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Harris, P. M. J. (1975). “Pivot Selection Methods of the Devex LP Code.” Mathematical Programming Study 4:30–57.
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Ignizio, J. P. (1976). Goal Programming and Extensions. Lexington, MA: D. C. Heath.
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Murtagh, B. A. (1981). Advanced Linear Programming: Computation and Practice. New York: McGraw-Hill.
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Nelson, M. (1992). The Data Compression Book. New York: M&T Books.
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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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Reid, J. K. (1976). Fortran Subroutines for Handling Sparse Linear Programming Bases. Technical Report Harwell AERE R 8269, Atomic Energy Research Establishment, Harwell, UK.
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Savelsbergh, M. W. P. (1994). “Preprocessing and Probing Techniques for Mixed Integer Programming Problems.” ORSA Journal on Computing 6:445–454.
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Taha, H. A. (1975). Integer Programming. New York: Academic Press.