Chapter Contents

Previous

Next
SAS/OR Software


New Features: PROC LP

PROC LP now includes optional pre-processing that should be extremely useful for integer and mixed-integer programming problems. Specifying the PREPROCESS=1 option causes PROC LP to reformulate the problem in an attempt to reduce the scope of the branch-and-bound solution process. The reformulation techniques include identifying and removing redundant constraints, fixing the values of binary variables, reducing the size of coefficients, and improving upper and lower bounds on integer variables. Pre-processing has also proved to be very useful for selected pure linear programs.

In a development closely related to PROC LP, the SASMPSXS macro (which enables you to convert a mathematical program stored in IBM's CONVERT format into PROC LP's sparse format) has been updated to enable you to specify both the source file and the location and name of the converted file.


Chapter Contents

Previous

Next

Top of Page

Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.