The OPTLP Procedure
- Overview
- Getting Started
-
Syntax
-
DetailsData Input and OutputPresolvePricing Strategies for the Primal and Dual Simplex AlgorithmsWarm Start for the Primal and Dual Simplex AlgorithmsThe Network Simplex AlgorithmThe Interior Point AlgorithmIteration Log for the Primal and Dual Simplex AlgorithmsIteration Log for the Network Simplex AlgorithmIteration Log for the Interior Point AlgorithmIteration Log for the Crossover AlgorithmConcurrent LPParallel ProcessingODS TablesIrreducible Infeasible SetMacro Variable _OROPTLP_
-
Examples
- References
Presolve
Presolve in PROC OPTLP uses a variety of techniques to reduce the problem size, improve numerical stability, and detect infeasibility or unboundedness (Andersen and Andersen 1995; Gondzio 1997). During presolve, redundant constraints and variables are identified and removed. Presolve can further reduce the problem size by substituting variables. Variable substitution is a very effective technique, but it might occasionally increase the number of nonzero entries in the constraint matrix.
In most cases, using presolve is very helpful in reducing solution times. You can enable presolve at different levels or disable it by specifying the PRESOLVER= option.