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The LP Procedure |
For the dense input format, the RANGE statement identifies the variable in the problem data set that contains the range coefficients. These coefficients enable you to specify the feasible range of a row. For example, if the ith row is
Bounds | |||
r | _TYPE_ | Lower | Upper |
LE | b - | r | | b | |
GE | b | b + | r | | |
>0 | EQ | b | b + r |
<0 | EQ | b + r | b |
If the RANGE statement is omitted, the LP procedure assumes that the variable named _RANGE_ contains the range coefficients.
For the sparse input format, the RANGE statement gives the name of a column in the problem data set that contains the range constants. If the RANGE statement is omitted, then the LP procedure assumes that the column named _RANGE_ or the column with the RANGE keyword in the problem data set contains the range constants.
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