Scaling
Based on the SCALE= option specified,
the procedure scales the coefficients of both the
constraints and objective rows before iterating.
This technique can improve the
numerical stability of an ill-conditioned problem.
If you want to
modify the default matrix scaling used, which is SCALE=NONE,
use the SCALE=COLUMN, SCALE=ROW, or
SCALE=BOTH option in
the PROC LP statement.
If SCALE=BOTH is chosen, the matrix
coefficients are scaled so that the largest
element in absolute value in each row or column equals 1.
They are scaled by columns first and then by rows.
If SCALE=COLUMN (ROW), the matrix coefficients are scaled so that
the largest element in absolute value in each column (row)
equals 1.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
