The LP Procedure |
The statements and options available with PROC LP are summarized by purpose in the following table. An alphabetical list of options is provided in the Dictionary of Options.
Table 3.1: Functional SummaryDescription | Statement | Option |
Interactive Statements: | ||
perform one integer pivot and pause | IPIVOT | |
perform one simplex pivot and pause | PIVOT | |
display information at current iteration | ||
terminate processing immediately | QUIT | |
reset options specified | RESET | |
start or resume optimization | RUN | |
show settings of options | SHOW | |
Variable Lists: | ||
variables containing coefficients (sparse) | COEF | |
variable containing column names (sparse) | COL | |
alias for the ROW statement | ID | |
variable (column) containing the range constant for the dense (sparse) format | RANGE | |
variables (columns) containing RHS constants for the dense (sparse) format | RHS | |
variables (columns) defining RHS change vectors for the dense (sparse) format | RHSSEN | |
variable containing names of constraints and objective functions (names of rows) for the dense (sparse) format | ROW | |
variable containing the type of each observation | TYPE | |
structural variables (dense) | VAR | |
Data Set Options: | ||
active nodes input data set | PROC LP | ACTIVEIN= |
active nodes output data set | PROC LP | ACTIVEOUT= |
input data set | PROC LP | DATA= |
dual output data set | PROC LP | DUALOUT= |
primal input data set | PROC LP | PRIMALIN= |
primal output data set | PROC LP | PRIMALOUT= |
sparse format data input flag | PROC LP | SPARSEDATA |
tableau output data set | PROC LP | TABLEAUOUT= |
convert sparse or dense format input data set into MPS-format output data set | PROC LP | MPSOUT= |
Display Control Options: | ||
display iteration log | PROC LP | FLOW |
nonzero tolerance displaying | PROC LP | FUZZ= |
inverse of FLOW option | PROC LP | NOFLOW |
inverse of PARAPRINT option | PROC LP | NOPARAPRINT |
omit some displaying | PROC LP | NOPRINT |
inverse of TABLEAUPRINT | PROC LP | NOTABLEAUPRINT |
parametric programming displaying | PROC LP | PARAPRINT |
inverse of NOPRINT | PROC LP | |
iteration frequency of display | PROC LP | PRINTFREQ= |
level of display desired | PROC LP | PRINTLEVEL= |
display the final tableau | PROC LP | TABLEAUPRINT |
Interactive Control Options: | ||
pause before displaying the solution | PROC LP | ENDPAUSE |
pause after first feasible solution | PROC LP | FEASIBLEPAUSE |
pause frequency of integer solutions | PROC LP | IFEASIBLEPAUSE= |
pause frequency of integer iterations | PROC LP | IPAUSE= |
inverse of ENDPAUSE | PROC LP | NOENDPAUSE |
inverse of FEASIBLEPAUSE | PROC LP | NOFEASIBLEPAUSE |
pause frequency of iterations | PROC LP | PAUSE= |
pause if within specified proximity | PROC LP | PROXIMITYPAUSE= |
pause after data is read | PROC LP | READPAUSE |
Preprocessing Options: | ||
do not perform preprocessing | PROC LP | NOPREPROCESS |
preprocessing error tolerance | PROC LP | PEPSILON= |
limit preprocessing iterations | PROC LP | PMAXIT= |
perform preprocessing techniques | PROC LP | PREPROCESS |
Branch-and-Bound (BB) Control Options: | ||
perform automatic node selection technique | PROC LP | AUTO |
backtrack strategy to be used | PROC LP | BACKTRACK= |
branch on binary variables first | PROC LP | BINFST |
active node selection strategy | PROC LP | CANSELECT= |
comprehensive node selection control parameter | PROC LP | CONTROL= |
backtrack related technique | PROC LP | DELTAIT= |
measure for pruning BB tree | PROC LP | DOBJECTIVE= |
integer tolerance | PROC LP | IEPSILON= |
limit integer iterations | PROC LP | IMAXIT= |
measure for pruning BB tree | PROC LP | IOBJECTIVE= |
order of two branched nodes in adding to BB tree | PROC LP | LIFOTYPE= |
inverse of AUTO | PROC LP | NOAUTO |
inverse of BINFST | PROC LP | NOBINFST |
inverse of POSTPROCESS | PROC LP | NOPOSTPROCESS |
limit number of branching variables | PROC LP | PENALTYDEPTH= |
measure for pruning BB tree | PROC LP | POBJECTIVE= |
perform variables fixing technique | PROC LP | POSTPROCESS |
percentage used in updating WOBJECTIVE | PROC LP | PWOBJECTIVE= |
compression algorithm for storing active nodes | PROC LP | TREETYPE= |
branching variable selection strategy | PROC LP | VARSELECT= |
delay examination of some active nodes | PROC LP | WOBJECTIVE= |
Sensitivity/Parametric/Ranging Control Options: | ||
inverse of RANGEPRICE | PROC LP | NORANGEPRICE |
inverse of RANGERHS | PROC LP | NORANGERHS |
limit perturbation of the price vector | PROC LP | PRICEPHI= |
range analysis on the price coefficients | PROC LP | RANGEPRICE |
range analysis on the RHS vector | PROC LP | RANGERHS |
limit perturbation of the RHS vector | PROC LP | RHSPHI= |
Simplex Algorithm Control Options: | ||
use devex method | PROC LP | DEVEX |
general error tolerance | PROC LP | EPSILON= |
perform goal programming | PROC LP | GOALPROGRAM |
largest number used in computation | PROC LP | INFINITY= |
reinversion frequency | PROC LP | INVFREQ= |
reinversion tolerance | PROC LP | INVTOL= |
simultaneously set MAXIT1, MAXIT2, MAXIT3 and IMAXIT values | PROC LP | MAXIT= |
limit phase 1 iterations | PROC LP | MAXIT1= |
limit phase 2 iterations | PROC LP | MAXIT2= |
limit phase 3 iterations | PROC LP | MAXIT3= |
inverse of devex | PROC LP | NODEVEX |
restore basis after parametric programming | PROC LP | PARARESTORE |
weight of the phase 2 objective function in phase 1 | PROC LP | PHASEMIX= |
multiple pricing strategy | PROC LP | PRICETYPE= |
number of columns to subset in multiple pricing | PROC LP | PRICE= |
limit the number of iterations randomly selecting each entering variable during phase 1 | PROC LP | RANDOMPRICEMULT= |
zero tolerance in ratio test | PROC LP | REPSILON= |
scaling type to be performed | PROC LP | SCALE= |
zero tolerance in LU decomposition | PROC LP | SMALL= |
time pause limit | PROC LP | TIME= |
control pivoting during LU decomposition | PROC LP | U= |
RESET Statement Options: | ||
The RESET statement supports the same options as the PROC LP statement except for | ||
the DATA=, PRIMALIN=, and ACTIVEIN= options, and supports the following additional | ||
options: | ||
new variable lower bound during phase 3 | RESET | LOWER= |
new variable upper bound during phase 3 | RESET | UPPER= |
PRINT Statement Options: | ||
display the best integer solution | BEST | |
display variable summary for specified columns | COLUMN | |
display variable summary and price sensitivity analysis for specified columns | COLUMN / SENSITIVITY | |
display variable summary for integer variables | INTEGER | |
display variable summary for nonzero integer variables | INTEGER_NONZEROS | |
display variable summary for integer variables with zero activity | INTEGER_ZEROS | |
display submatrix for specified rows and columns | MATRIX | |
display formatted submatrix for specified rows and columns | MATRIX / PICTURE | |
display variable summary for continuous variables | NONINTEGER | |
display variable summary for nonzero continuous variables | NONINTEGER_NONZEROS | |
display variable summary for variables with nonzero activity | NONZEROS | |
display price sensitivity analysis or price parametric programming | PRICESEN | |
display price range analysis | RANGEPRICE | |
display RHS range analysis | RANGERHS | |
display RHS sensitivity analysis or RHS parametric programming | RHSSEN | |
display constraint summary for specified rows | ROW | |
display constraint summary and RHS sensitivity analysis for specified rows | ROW / SENSITIVITY | |
display solution, variable, and constraint summaries | SOLUTION | |
display current tableau | TABLEAU | |
display variables with zero activity | ZEROS | |
SHOW Statement Options: | ||
display options applied | SHOW | OPTIONS |
display status of the current solution | SHOW | STATUS |
QUIT Statement Option: | ||
save the defined output data sets and then terminate PROC LP | QUIT | / SAVE |
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