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Introduction to Optimization

PROC INTPOINT

The INTPOINT procedure solves linear programming problems using the interior point algorithm.

The constraint data can be specified in either the sparse or dense input format. This is the same format that is used by PROC LP; therefore, any model-building techniques that apply to models for PROC LP also apply to PROC INTPOINT.

For more details on PROC INTPOINT refer to Chapter 4, The INTPOINT Procedure.

Problem data specified in the format used by the INTPOINT procedure can be readily reformatted for use with the newer OPTLP procedure. The MPSOUT= option in the INTPOINT procedure enables you to convert data in the format used by the INTPOINT procedure into an MPS-format SAS data set for use with the OPTLP procedure. For more information about the OPTLP procedure, see Chapter 17, The OPTLP Procedure. For more information about the MPS-format SAS data set, see Chapter 16, The MPS-Format SAS Data Set.

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