The OPTLP Procedure

PROC OPTLP Statement

PROC OPTLP <options>;

You can specify the following options in the PROC OPTLP statement.

Data Table Options

DATA=CAS-libref.data-table: specifies the input data table that corresponds to the LP model. If this option is not specified, PROC OPTLP uses the most recently created data table. For more information about the input data table, see Chapter 9: The MPS-Format Data Table. CAS-libref.data-table is a two-level name, where CAS-libref refers to the caslib and session identifier, and data-table specifies the name of the input data table. For more information about this two-level name, see the section Using CAS Sessions and CAS Engine Librefs in Chapter 4: Shared Concepts.
DUALIN=CAS-libref.data-table DIN=CAS-libref.data-table: specifies the input data table that corresponds to the dual solution that is required for warm starting the primal and dual simplex algorithms. For more information, see the section Data Input and Output. CAS-libref.data-table is a two-level name, where CAS-libref refers to the caslib and session identifier, and data-table specifies the name of the input data table. For more information about this two-level name, see the section Using CAS Sessions and CAS Engine Librefs in Chapter 4: Shared Concepts.
DUALOUT=CAS-libref.data-table DOUT=CAS-libref.data-table: specifies the output data table for the dual solution. This data table contains the dual solution information. For more information, see the section Data Input and Output. CAS-libref.data-table is a two-level name, where CAS-libref refers to the caslib and session identifier, and data-table specifies the name of the input data table. For more information about this two-level name, see the section Using CAS Sessions and CAS Engine Librefs in Chapter 4: Shared Concepts.
OBJCONSTANT=number OBJECTIVECONSTANT=number: specifies the constant part of the objective, where number can be any number. This option supersedes the objective right-hand side that is specified in the input data table. By default, OBJCONSTANT=0.
OBJSENSE=option: specifies whether the LP model is a minimization or a maximization problem. Specify OBJSENSE=MIN for a minimization problem and OBJSENSE=MAX for a maximization problem. Alternatively, you can specify the objective sense in the input data table; for more information, see the section ROWS Section. If for some reason the objective sense is specified differently in these two places, this option supersedes the objective sense specified in the input data table. If the objective sense is not specified anywhere, then PROC OPTLP interprets and solves the linear program as a minimization problem.
PRIMALIN=CAS-libref.data-table PIN=CAS-libref.data-table: specifies the input data table corresponding to the primal solution that is required for warm starting the primal and dual simplex algorithms. See the section Data Input and Output for details. CAS-libref.data-table is a two-level name, where CAS-libref refers to the caslib and session identifier, and data-table specifies the name of the input data table. For more information about this two-level name, see the section Using CAS Sessions and CAS Engine Librefs in Chapter 4: Shared Concepts.
PRIMALOUT=CAS-libref.data-table POUT=CAS-libref.data-table: specifies the output data table for the primal solution. This data table contains the primal solution information. See the section Data Input and Output for details. CAS-libref.data-table is a two-level name, where CAS-libref refers to the caslib and session identifier, and data-table specifies the name of the input data table. For more information about this two-level name, see the section Using CAS Sessions and CAS Engine Librefs in Chapter 4: Shared Concepts.
SAVE_ONLY_IF_OPTIMAL: specifies that the PRIMALOUT= and DUALOUT= data tables be saved only if the final solution obtained by the solver at termination is optimal. If the PRIMALOUT= and DUALOUT= options are specified, then by default (that is, omitting the SAVE_ONLY_IF_OPTIMAL option), PROC OPTLP always saves the solutions obtained at termination, regardless of the final status. If the SAVE_ONLY_IF_OPTIMAL option is not specified, the output data tables can contain an intermediate solution, if one is available.

Solver Options

ALGORITHM=option SOLVER=option SOL=option

specifies an LP algorithm. You can specify the following options:

PRIMAL (PS): uses the primal simplex algorithm.
DUAL (DS): uses the dual simplex algorithm.
NETWORK (NS): uses the network simplex algorithm.
INTERIORPOINT (IP): uses the interior point algorithm.
CONCURRENT (CON): uses several different algorithms in parallel.

The valid abbreviated value for each option is indicated in parentheses. By default, ALGORITHM=DUAL.

ALGORITHM2=option SOLVER2=option

specifies an LP algorithm if ALGORITHM=NS. You can specify the following values:

PRIMAL (PS): uses the primal simplex algorithm (after network simplex).
DUAL (DS): uses the dual simplex algorithm (after network simplex).

The valid abbreviated value for each option is indicated in parentheses. By default, the OPTLP procedure decides which algorithm is best to use after calling the network simplex algorithm on the extracted network.

IIS=FALSE | TRUE

specifies whether PROC OPTLP attempts to identify a set of constraints and variables that form an irreducible infeasible set (IIS). The valid values of the IIS= option are described below.

FALSE: disables IIS detection.
TRUE: enables IIS detection.

If an IIS is found, information about infeasible constraints or variable bounds can be found in the DUALOUT= and PRIMALOUT= data tables. By default, IIS=FALSE. For more information, see the section Irreducible Infeasible Set.

Presolve Options

DUALIZE=AUTOMATIC | OFF | ON

controls the dualization of the problem. You can specify the following values:

AUTOMATIC: specifies that the presolver use a heuristic to decide whether to dualize the problem or not.
OFF: disables dualization. The optimization problem is solved in the form that you specify.
ON: specifies that the presolver formulate the dual of the linear optimization problem.

Dualization is usually helpful for problems that have many more constraints than variables. You can use this option with all simplex algorithms in PROC OPTLP, but it is most effective with the primal and dual simplex algorithms.

By default, DUALIZE=AUTOMATIC.

specifies the presolve option. You can specify the following values:

AUTOMATIC: applies the presolver by using the default settings.
NONE: disables the presolver.
BASIC: performs a basic presolve, such as removing empty rows, columns, and fixed variables.
MODERATE: performs a basic presolve and applies other inexpensive presolve techniques.
AGGRESSIVE: performs a moderate presolve and applies other aggressive (but computationally expensive) presolve techniques.

By default, PRESOLVER=AUTOMATIC, which is somewhere between the MODERATE and AGRESSIVE settings. For more information, see the section Presolve.

Control Options

FEASTOL=

specifies the feasibility tolerance [1E–9, 1E–4] for determining the feasibility of a variable value. The default value is 1E–6. Simplex algorithms use the absolute error and interior point algorithms use the relative error for the computation of feasibility tolerance.

LOGFREQ=k PRINTFREQ=k

specifies that the printing of the solution progress to the iteration log is to occur after every k iterations. The print frequency, k, is an integer between zero and the largest four-byte signed integer, which is .

The value disables the printing of the progress of the solution.

If the LOGFREQ= option is not specified, then PROC OPTLP displays the iteration log with a dynamic frequency according to the problem size if the primal or dual simplex algorithm is used, with frequency 10,000 if the network simplex algorithm is used, or with frequency 1 if the interior point algorithm is used.

LOGLEVEL=NONE | BASIC | MODERATE | AGGRESSIVE

controls the amount of information displayed in the SAS log by the LP solver, from a short description of presolve information and summary to details at each iteration. The valid values for this option are described below.

NONE: turns off all solver-related messages in SAS log.
BASIC: displays a solver summary after stopping.
MODERATE: prints a solver summary and an iteration log by using the interval dictated by the LOGFREQ= option.
AGGRESSIVE: prints a detailed solver summary and an iteration log by using the interval dictated by the LOGFREQ= option.

By default, LOGLEVEL=MODERATE.

MAXITER=k

specifies the maximum number of iterations. The value k can be any integer between one and the largest four-byte signed integer, which is . If you do not specify this option, the procedure does not stop based on the number of iterations performed. For network simplex, this iteration limit corresponds to the algorithm called after network simplex (either primal or dual simplex).

MAXTIME=t

specifies an upper limit of t seconds of time for reading in the data and performing the optimization process. The value of the TIMETYPE= option determines the type of units used. If you do not specify this option, the procedure does not stop based on the amount of time elapsed. The value of t can be any positive number; the default value is the positive number that has the largest absolute value that can be represented in your operating environment.

OPTTOL=

specifies the optimality tolerance [1E–9, 1E–4] for declaring optimality. The default value is 1E–6. Simplex algorithms use the absolute error and interior point algorithms use the relative error for the computation of feasibility tolerance.

PRINTLEVEL=0 1 2

specifies whether to print a summary of the problem and solution. If PRINTLEVEL=1, then the Output Delivery System (ODS) tables ProblemSummary, SolutionSummary, and PerformanceInfo are produced and printed. If PRINTLEVEL=2, then the same tables are produced and printed along with an additional table called ProblemStatistics. If PRINTLEVEL=0, then no ODS tables are produced or printed. By default, PRINTLEVEL=1.

For more information about the ODS tables created by PROC OPTLP, see the section ODS Tables.

TIMETYPE=CPU | REAL

specifies whether CPU time or real time is used for the MAXTIME= option and the _OROPTLP_ macro variable in a PROC OPTLP call. You can specify the following values:

CPU: specifies units of CPU time.
REAL: specifies units of real time.

By default, TIMETYPE=REAL.

Simplex Algorithm Options

BASIS=CRASH | SLACK | WARMSTART

specifies the option for generating an initial basis. You can specify the following values:

CRASH: generates an initial basis by using crash techniques (Maros 2003). The procedure creates a triangular basic matrix consisting of both decision variables and slack variables.
SLACK: generates an initial basis by using all slack variables.
WARMSTART: starts the primal and dual simplex algorithms with a user-specified initial basis. The PRIMALIN= and DUALIN= data tables are required to specify an initial basis.

The default option is determined automatically based on the problem structure. For network simplex, this option has no effect.

PRICETYPE=HYBRID | PARTIAL | FULL | DEVEX | STEEPESTEDGE

specifies the pricing strategy for the primal and dual simplex algorithms. You can specify the following values:

HYBRID: uses a hybrid of the Devex and steepest-edge pricing strategies. This strategy is available for the primal simplex algorithm only.
PARTIAL: uses Dantzig’s rule on a queue of decision variables. Optionally, you can specify QUEUESIZE=. This strategy is available for the primal simplex algorithm only.
FULL: uses Dantzig’s rule on all decision variables.
DEVEX: uses the Devex pricing strategy.
STEEPESTEDGE: uses the steepest-edge pricing strategy.

The default option is determined automatically based on the problem structure. For the network simplex algorithm, this option applies only to the algorithm specified by the ALGORITHM2= option. For more information, see the section Pricing Strategies for the Primal and Dual Simplex Algorithms.

QUEUESIZE=k

specifies the queue size , where n is the number of decision variables. This queue is used for finding an entering variable in the simplex iteration. The default value is chosen adaptively based on the number of decision variables. This option is used only when PRICETYPE=PARTIAL.

SCALE=NONE | AUTOMATIC

specifies a scaling option. You can specify the following values:

NONE: disables scaling.
AUTOMATIC: automatically applies scaling procedure if necessary.

By default, SCALE=AUTOMATIC.

SEED=number

specifies the initial seed for the random number generator. Because the seed affects the perturbation in the simplex algorithms, the result might be a different optimal solution and a different solver path, but the effect is usually negligible. The value of number can be any positive integer up to the largest four-byte signed integer, which is . By default, SEED=100.

Interior Point Algorithm Options

CROSSOVER=FALSE | TRUE

specifies whether to convert the interior point solution to a basic simplex solution. If the interior point algorithm terminates with a solution, the crossover algorithm uses the interior point solution to create an initial basic solution. After performing primal fixing and dual fixing, the crossover algorithm calls a simplex algorithm to locate an optimal basic solution.

You can specify the following values:

FALSE: does not convert the interior point solution to a basic simplex solution.
TRUE: converts the interior point solution to a basic simplex solution.

By default, CROSSOVER=TRUE.

DUALITYGAP=

specifies the desired relative duality gap [1E–9, 1E–4]. This is the relative difference between the primal and dual objective function values and is the primary solution quality parameter. The default value is 1E–6. For more information, see the section The Interior Point Algorithm.

Parallel Options

DETERMINISTIC=TRUE | FALSE

specifies whether PROC OPTLP should run parallel in deterministic or nondeterministic mode. You can specify the following values:

TRUE: runs PROC OPTLP in deterministic parallel mode.
FALSE: runs PROC OPTLP in nondeterministic parallel mode.

By default, DETERMINISTIC=TRUE.

NTHREADS=number

specifies the maximum number of threads for PROC OPTLP to use for multithreaded processing. The value of number can be any integer between 1 and 256, inclusive. The default is the number of cores on the machine that executes the process or the number of cores permissible based on your installation (whichever is less). The number of simultaneously active CPUs is limited by your installation and license configuration.

Last updated: June 14, 2018