Functional Summary

The LP Procedure

Functional Summary

The options available with PROC LP and it's statements are summarized by purpose in Table 3.1.

Description Statement Option

Interactive Statements:

perform one integer pivot and pause IPIVOT IPIVOT;

perform one simplex pivot and pause PIVOT PIVOT;

display solution and related information at current iteration PRINT PRINT options;

terminate processing immediately QUIT QUIT options;

reset options specified RESET RESET options;

start or resume optimization RUN RUN;

show settings of options SHOW SHOW options;

Variable Lists:

for the sparse input format, the numeric variables containing the coefficients COEF COEF variables;

for the sparse input format, a character variable containing the names of a model's columns COL COL variable;

an alias for ROW variable(s). ID ID variable(s);

for the dense input format, the variable containing the range constant. For the sparse input format, the model's column containing the range constant RANGE RANGE variable;

for the dense input format, the variables containing the RHS constants. For the sparse input format, the model's columns containing the RHS constants RHS RHS variables;

for the dense input format, the variables defining RHS change vectors. For the sparse input format, the model's columns representing the change vectors RHSSEN RHSSEN variables;

for the dense input format, a character variable containing the names of constraints and objective functions. For the sparse input format, the character variables containing the names of a model's rows ROW ROW variable(s);

a character variable containing the type of each observation TYPE TYPE variables;

for the dense input format, the numeric variables to be treated as structural variables VAR VAR variables;

Data Set Options:

active nodes input data set name LP ACTIVEIN=

active nodes output data set name LP ACTIVEOUT=

input data set name LP DATA=

dual output data set name LP DUALOUT=

primal input data set name LP PRIMALIN=

primal output data set name LP PRIMALOUT=

sparse format data input flag LP SPARSEDATA

tableau output data set name LP TABLEAUOUT=

Display Control Options:

display iteration log LP FLOW

nonzero tolerance displaying LP FUZZ=

inverse of FLOW option LP NOFLOW

inverse of PARAPRINT option LP NOPARAPRINT

omit some displaying LP NOPRINT

inverse of TABLEAUPRINT LP NOTABLEAUPRINT

parametric programming displaying LP PARAPRINT

inverse of NOPRINT LP PRINT

display frequency of iteration or integer iteration LP PRINTFREQ=

level of display desired LP PRINTLEVEL=

display the final tableau LP TABLEAUPRINT

Interactive Control Options:

pause before displaying the solution LP ENDPAUSE

pause after first feasible solution LP FEASIBLEPAUSE

pause frequency of integer solutions LP IFEASIBLEPAUSE=

pause frequency of integer iterations LP IPAUSE=

inverse of ENDPAUSE LP NOENDPAUSE

inverse of FEASIBLEPAUSE LP NOFEASIBLEPAUSE

pause frequency of iterations LP PAUSE=

pause if within specified proximity LP PROXIMITYPAUSE=

pause after data is read LP READPAUSE

Preprocessing Options:

do not perform preprocessing LP NOPREPROCESS

perform preprocessing techniques LP PREPROCESS

preprocessing error tolerance LP PEPSILON=

limit on preprocessing iterations LP PMAXIT=

Branch and Bound (BB) Control Options:

perform automatic node selection technique LP AUTO, AUTO(m,n)

backtrack strategy to be used LP BACKTRACK=

branch on binary variables first LP BINFST

active node selection strategy LP CANSELECT=

a comprehensive node selection control parameter LP CONTROL=

a backtrack related technique LP DELTAIT=

a measure for pruning BB tree LP DOBJECTIVE=

integer tolerance LP IEPSILON=

limit on integer iterations LP IMAXIT=

a measure for pruning BB tree LP IOBJECTIVE=

order of two branched nodes in adding to BB tree LP LIFOTYPE=

inverse of AUTO LP NOAUTO

inverse of BINFST LP NOBINFST

inverse of POSTPROCESS LP NOPOSTPROCESS

limits number of branching variables LP PENALTYDEPTH=

a measure for pruning BB tree LP POBJECTIVE=

perform variables fixing technique LP POSTPROCESS

a percentage used in updating WOBJECTIVE LP PWOBJECTIVE=

compression algorithm to be used to store active nodes LP TREETYPE=

branching variable selection strategy LP VARSELECT=

delays examination of some active nodes LP WOBJECTIVE=

Sensitivity/Parametric/Ranging Control Options:

inverse of RANGEPRICE LP NORANGEPRICE

inverse of RANGERHS LP NORANGERHS

limit on perturbing the price vector LP PRICEPHI=

range analysis on the price coefficients LP RANGEPRICE

range analysis on the RHS vector LP RANGERHS

limit on perturbing the RHS vector LP RHSPHI=

Simplex Algorithm Control Options:

use devex method LP DEVEX

general error tolerance LP EPSILON=

perform goal programming LP GOALPROGRAM

largest number used in computation LP INFINITY=

reinversion frequency LP INVFREQ=

reinversion tolerance LP INVTOL=

simultaneously set MAXIT1, MAXIT2, MAXIT3 and IMAXIT values LP MAXIT=

limit on phase 1 iterations LP MAXIT1=

limit on phase 2 iterations LP MAXIT2=

limit on phase 3 iterations LP MAXIT3=

inverse of devex LP NODEVEX

restore basis after parametric programming LP PARARESTORE

weight of the phase 2 objective function in phase 1 LP PHASEMIX=

multiple pricing strategy LP PRICETYPE=

number of columns to subset in multiple pricing LP PRICE=

limit on the number of iterations randomly selecting each entering variable during phase 1 LP RANDOMPRICEMULT=

zero tolerance in ratio test LP REPSILON=

scaling type to be performed LP SCALE=

zero tolerance in LU decomposition LP SMALL=

time pause limit LP TIME=

controls the choice of pivot during LU decomposition 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 lower bound on listed variables during phase 3 RESET LOWER (colnames)=

new upper bound on listed variables during phase 3 RESET UPPER (colnames)=

PRINT statement Options:

display the best integer solution PRINT BEST

display variable summary for the specified columns PRINT COLUMN(colnames)

displayvariablesummary andpricesensitivity PRINT COLUMN(colnames)

analysis for the specified columns /SENSITIVITY

display variable summary for the integer variables PRINT INTEGER

display variable summary for the nonzero integer variables PRINT INTEGER_NONZEROS

display variable summary for the integer variables with zero activity PRINT INTEGER_ZEROS

display submatrixfor thespecifiedrows and PRINT MATRIX(rownames,

columns colnames)

display formattedsubmatrixfor thespecified PRINT MATRIX(rownames,

rows and columns colnames)/PICTURE

display variable summary for the continuous variables PRINT NONINTEGER

display variable summary for the nonzero continuous variables PRINT NONINTEGER_NONZEROS

display variable summary for the variables with nonzero activity PRINT NONZEROS

display price sensitivity analysis or price parametric programming PRINT PRICESEN

display price range analysis PRINT RANGEPRICE

display RHS range analysis PRINT RANGERHS

display RHS sensitivity analysis or RHS parametric programming PRINT RHSSEN

display constraint summary for the specified rows PRINT ROW(rownames)

display constraint summary and RHS sensitivity PRINT ROW(rownames)

analysis for the specified rows /SENSITIVITY

display solution, variable, and constraint summaries PRINT SOLUTION

display current tableau PRINT TABLEAU

display variables with zero activity PRINT ZEROS

SHOW Statement Options:

display options applied SHOW OPTIONS

display status of the current solution SHOW STATUS

QUIT Statement Option:

terminate PROC LP QUIT QUIT

save the defined output data sets QUIT QUIT/SAVE

and then terminate PROC LP

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Description	Statement	Option
Interactive Statements:
perform one integer pivot and pause	IPIVOT	IPIVOT;
perform one simplex pivot and pause	PIVOT	PIVOT;
display solution and related information at current iteration	PRINT	PRINT options;
terminate processing immediately	QUIT	QUIT options;
reset options specified	RESET	RESET options;
start or resume optimization	RUN	RUN;
show settings of options	SHOW	SHOW options;

Variable Lists:
for the sparse input format, the numeric variables containing the coefficients	COEF	COEF variables;
for the sparse input format, a character variable containing the names of a model's columns	COL	COL variable;
an alias for ROW variable(s).	ID	ID variable(s);
for the dense input format, the variable containing the range constant. For the sparse input format, the model's column containing the range constant	RANGE	RANGE variable;
for the dense input format, the variables containing the RHS constants. For the sparse input format, the model's columns containing the RHS constants	RHS	RHS variables;
for the dense input format, the variables defining RHS change vectors. For the sparse input format, the model's columns representing the change vectors	RHSSEN	RHSSEN variables;
for the dense input format, a character variable containing the names of constraints and objective functions. For the sparse input format, the character variables containing the names of a model's rows	ROW	ROW variable(s);
a character variable containing the type of each observation	TYPE	TYPE variables;
for the dense input format, the numeric variables to be treated as structural variables	VAR	VAR variables;

Data Set Options:
active nodes input data set name	LP	ACTIVEIN=
active nodes output data set name	LP	ACTIVEOUT=
input data set name	LP	DATA=
dual output data set name	LP	DUALOUT=
primal input data set name	LP	PRIMALIN=
primal output data set name	LP	PRIMALOUT=
sparse format data input flag	LP	SPARSEDATA
tableau output data set name	LP	TABLEAUOUT=

Display Control Options:
display iteration log	LP	FLOW
nonzero tolerance displaying	LP	FUZZ=
inverse of FLOW option	LP	NOFLOW
inverse of PARAPRINT option	LP	NOPARAPRINT
omit some displaying	LP	NOPRINT
inverse of TABLEAUPRINT	LP	NOTABLEAUPRINT
parametric programming displaying	LP	PARAPRINT
inverse of NOPRINT	LP	PRINT
display frequency of iteration or integer iteration	LP	PRINTFREQ=
level of display desired	LP	PRINTLEVEL=
display the final tableau	LP	TABLEAUPRINT

Interactive Control Options:
pause before displaying the solution	LP	ENDPAUSE
pause after first feasible solution	LP	FEASIBLEPAUSE
pause frequency of integer solutions	LP	IFEASIBLEPAUSE=
pause frequency of integer iterations	LP	IPAUSE=
inverse of ENDPAUSE	LP	NOENDPAUSE
inverse of FEASIBLEPAUSE	LP	NOFEASIBLEPAUSE
pause frequency of iterations	LP	PAUSE=
pause if within specified proximity	LP	PROXIMITYPAUSE=
pause after data is read	LP	READPAUSE

Preprocessing Options:
do not perform preprocessing	LP	NOPREPROCESS
perform preprocessing techniques	LP	PREPROCESS
preprocessing error tolerance	LP	PEPSILON=
limit on preprocessing iterations	LP	PMAXIT=

Branch and Bound (BB) Control Options:
perform automatic node selection technique	LP	AUTO, AUTO(m,n)
backtrack strategy to be used	LP	BACKTRACK=
branch on binary variables first	LP	BINFST
active node selection strategy	LP	CANSELECT=
a comprehensive node selection control parameter	LP	CONTROL=
a backtrack related technique	LP	DELTAIT=
a measure for pruning BB tree	LP	DOBJECTIVE=
integer tolerance	LP	IEPSILON=
limit on integer iterations	LP	IMAXIT=
a measure for pruning BB tree	LP	IOBJECTIVE=
order of two branched nodes in adding to BB tree	LP	LIFOTYPE=
inverse of AUTO	LP	NOAUTO
inverse of BINFST	LP	NOBINFST
inverse of POSTPROCESS	LP	NOPOSTPROCESS
limits number of branching variables	LP	PENALTYDEPTH=
a measure for pruning BB tree	LP	POBJECTIVE=
perform variables fixing technique	LP	POSTPROCESS
a percentage used in updating WOBJECTIVE	LP	PWOBJECTIVE=
compression algorithm to be used to store active nodes	LP	TREETYPE=
branching variable selection strategy	LP	VARSELECT=
delays examination of some active nodes	LP	WOBJECTIVE=

Sensitivity/Parametric/Ranging Control Options:
inverse of RANGEPRICE	LP	NORANGEPRICE
inverse of RANGERHS	LP	NORANGERHS
limit on perturbing the price vector	LP	PRICEPHI=
range analysis on the price coefficients	LP	RANGEPRICE
range analysis on the RHS vector	LP	RANGERHS
limit on perturbing the RHS vector	LP	RHSPHI=

Simplex Algorithm Control Options:
use devex method	LP	DEVEX
general error tolerance	LP	EPSILON=
perform goal programming	LP	GOALPROGRAM
largest number used in computation	LP	INFINITY=
reinversion frequency	LP	INVFREQ=
reinversion tolerance	LP	INVTOL=
simultaneously set MAXIT1, MAXIT2, MAXIT3 and IMAXIT values	LP	MAXIT=
limit on phase 1 iterations	LP	MAXIT1=
limit on phase 2 iterations	LP	MAXIT2=
limit on phase 3 iterations	LP	MAXIT3=
inverse of devex	LP	NODEVEX
restore basis after parametric programming	LP	PARARESTORE
weight of the phase 2 objective function in phase 1	LP	PHASEMIX=
multiple pricing strategy	LP	PRICETYPE=
number of columns to subset in multiple pricing	LP	PRICE=
limit on the number of iterations randomly selecting each entering variable during phase 1	LP	RANDOMPRICEMULT=
zero tolerance in ratio test	LP	REPSILON=
scaling type to be performed	LP	SCALE=
zero tolerance in LU decomposition	LP	SMALL=
time pause limit	LP	TIME=
controls the choice of pivot during LU decomposition	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 lower bound on listed variables during phase 3	RESET	LOWER (colnames)=
new upper bound on listed variables during phase 3	RESET	UPPER (colnames)=

PRINT statement Options:
display the best integer solution	PRINT	BEST
display variable summary for the specified columns	PRINT	COLUMN(colnames)
displayvariablesummary andpricesensitivity	PRINT	COLUMN(colnames)
analysis for the specified columns		/SENSITIVITY
display variable summary for the integer variables	PRINT	INTEGER
display variable summary for the nonzero integer variables	PRINT	INTEGER_NONZEROS
display variable summary for the integer variables with zero activity	PRINT	INTEGER_ZEROS
display submatrixfor thespecifiedrows and	PRINT	MATRIX(rownames,
columns		colnames)
display formattedsubmatrixfor thespecified	PRINT	MATRIX(rownames,
rows and columns		colnames)/PICTURE
display variable summary for the continuous variables	PRINT	NONINTEGER
display variable summary for the nonzero continuous variables	PRINT	NONINTEGER_NONZEROS
display variable summary for the variables with nonzero activity	PRINT	NONZEROS
display price sensitivity analysis or price parametric programming	PRINT	PRICESEN
display price range analysis	PRINT	RANGEPRICE
display RHS range analysis	PRINT	RANGERHS
display RHS sensitivity analysis or RHS parametric programming	PRINT	RHSSEN
display constraint summary for the specified rows	PRINT	ROW(rownames)
display constraint summary and RHS sensitivity	PRINT	ROW(rownames)
analysis for the specified rows		/SENSITIVITY
display solution, variable, and constraint summaries	PRINT	SOLUTION
display current tableau	PRINT	TABLEAU
display variables with zero activity	PRINT	ZEROS

SHOW Statement Options:
display options applied	SHOW	OPTIONS
display status of the current solution	SHOW	STATUS

QUIT Statement Option:
terminate PROC LP	QUIT	QUIT
save the defined output data sets	QUIT	QUIT/SAVE
and then terminate PROC LP