The OPTLP Procedure
PROC OPTLP Statement
PROC OPTLP <options>;
You can specify the following options in the PROC OPTLP statement.
Input and Output Options
Solver Options
Presolve Options
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 that is displayed in the SAS log by the LP solver, from a short description of presolve information and summary to details at each iteration. You can specify the following values:
- NONE
turns off all solver-related messages in the SAS log.
- BASIC
displays a solver summary after stopping.
- MODERATE
prints a solver summary and an iteration log by using the interval that is specified in the LOGFREQ= option.
- AGGRESSIVE
prints a detailed solver summary and an iteration log by using the interval that is specified in 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. You can specify the following values:
- 0
neither produces nor prints any ODS tables.
- 1
prints the Output Delivery System (ODS) tables ProblemSummary, SolutionSummary, and PerformanceInfo.
- 2
prints the same tables as PRINTLEVEL=1 along with an additional table called ProblemStatistics.
For more information about the ODS tables created by PROC OPTLP, see the section ODS Tables. By default, PRINTLEVEL=1.
- 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 sets 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= DEVEX | FULL | HYBRID | PARTIAL | STEEPESTEDGE
-
specifies the pricing strategy for the primal and dual simplex algorithms. You can specify the following values:
- DEVEX
uses the Devex pricing strategy.
- FULL
uses Dantzig’s rule on all decision variables.
- HYBRID
uses a hybrid of the Devex and steepest-edge pricing strategies. This strategy is available only for the primal simplex algorithm.
- PARTIAL
uses Dantzig’s rule on a queue of decision variables. Optionally, you can specify QUEUESIZE=k. This strategy is available only for the primal simplex algorithm.
- STEEPESTEDGE
uses the steepest-edge pricing strategy.
The default option is determined automatically according to the problem structure. For the network simplex algorithm, this option applies only to the algorithm that is specified in 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=AUTOMATIC | NONE
-
specifies a scaling option. You can specify the following values:
- AUTOMATIC
automatically applies scaling procedure if necessary.
- NONE
disables scaling.
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], which is the relative difference between the primal and dual objective function values and is the primary solution quality parameter. For more information, see the section The Interior Point Algorithm. The default value is 1E–6.
Parallel Options