The Linear Programming Solver
- Overview
- Getting Started
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Syntax
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DetailsPresolvePricing Strategies for the Primal and Dual Simplex SolversThe Network Simplex AlgorithmThe Interior Point AlgorithmIteration Log for the Primal and Dual Simplex SolversIteration Log for the Network Simplex SolverIteration Log for the Interior Point SolverIteration Log for the Crossover AlgorithmConcurrent LPParallel ProcessingProblem StatisticsVariable and Constraint StatusIrreducible Infeasible SetMacro Variable _OROPTMODEL_
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ExamplesDiet ProblemReoptimizing the Diet Problem Using BASIS=WARMSTARTTwo-Person Zero-Sum GameFinding an Irreducible Infeasible SetUsing the Network Simplex SolverMigration to OPTMODEL: Generalized NetworksMigration to OPTMODEL: Maximum FlowMigration to OPTMODEL: Production, Inventory, DistributionMigration to OPTMODEL: Shortest Path
- References
Upon termination of the LP solver, the .status suffix of each decision variable and constraint stores information about the status of that variable or constraint. For more
information about suffixes in the OPTMODEL procedure, see the section Suffixes.
The .status suffix of a decision variable specifies the status of that decision variable. The suffix can take one of the following values:
- B
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basic variable
- L
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nonbasic variable at its lower bound
- U
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nonbasic variable at its upper bound
- F
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free variable
- A
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superbasic variable (a nonbasic variable that has a value strictly between its bounds)
- I
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LP model infeasible (all decision variables have
.statusequal to I)
For the interior point solver with IIS= OFF, .status is blank.
The following values can appear only if IIS= ON. See the section Irreducible Infeasible Set for details.
- I_L
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the lower bound of the variable is needed for the IIS
- I_U
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the upper bound of the variable is needed for the IIS
- I_F
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both bounds of the variable are needed for the IIS (the variable is fixed or has conflicting bounds)
The .status suffix of a constraint specifies the status of the slack variable for that constraint. The suffix can take one of the following
values:
- B
-
basic variable
- L
-
nonbasic variable at its lower bound
- U
-
nonbasic variable at its upper bound
- F
-
free variable
- A
-
superbasic variable (a nonbasic variable that has a value strictly between its bounds)
- I
-
LP model infeasible (all decision variables have
.statusequal to I)
The following values can appear only if option IIS= ON. See the section Irreducible Infeasible Set for details.
- I_L
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the “GE” (
) condition of the constraint is needed for the IIS
- I_U
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the “LE” (
) condition of the constraint is needed for the IIS
- I_F
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both conditions of the constraint are needed for the IIS (the constraint is an equality or a range constraint with conflicting bounds)