The OPTMODEL Procedure

Use suffixes with identifier-expressions to retrieve and modify various auxiliary values maintained by the solver. The values of the suffixes can come from expressions in the declaration of the name that is suffixed. For example, the following declaration of variable v provides the values of several suffixes of v at the same time:

   var v >= 0 <= 2 init 1;

The values of the suffixes also come from the solver or from values assigned by assignment or READ DATA statements (see an example in the section Data Set Input/Output).

You must use suffixes with names of the appropriate type. For example, the .dual suffix cannot be used with the name of an objective. In particular, local dummy parameter names cannot have suffixes.

Table 5.14 shows the names of the available suffixes.

The .sol suffix for a variable, implicit variable, or objective can be used within a declaration to reference the current value of the symbol. It is treated as a constant in such cases. When the OPTMODEL procedure processes a SOLVE statement, the value is fixed at the start of the SOLVE statement. The .sol suffix can be followed by a positive integer solution index to refer to a particular solution that the SOLVE statement returns. See the section Multiple Solutions for more information about accessing multiple solutions from the solver. Outside of declarations, a variable, implicit variable, or objective name with the .sol suffix and no solution index is equivalent to the unsuffixed name.

The .status suffix reports status information from the solver. Currently, only the LP solver provides status information. The .status suffix takes on the same character values that are found in the _STATUS_ variable of the PRIMALOUT and DUALOUT data sets for the OPTLP procedure, including values set by the IIS= option. See the section Variable and Constraint Status and the section Irreducible Infeasible Set, both in Chapter 7: The Linear Programming Solver, for more information. For other solvers, the .status values default to a single blank character.

If you choose to modify the .status suffix for a variable or constraint, the assigned suffix value can be a single character or an empty string. The LP solver rejects invalid status characters. Blank or empty strings are treated as new row or column entries for the purpose of "warm starting" the solver.

The .active suffix reports the current activity status for names in the problem. The value is 1 if the element is active or 0 otherwise. A PROBLEM name is considered active if it is the current problem (that is, it was selected by the most recent USE PROBLEM statement). A constraint is considered active if it is included in the current problem and not dropped. An objective is considered active if it is the selected objective for the current problem. A variable is considered active if it is included in the current problem, independent of the fixed status.

The .fixed suffix reports the fixed status of a variable. The value is 1 if the variable is fixed using the FIX statement for the current problem or 0 otherwise. Variables that are not included in the current problem are treated as unfixed.

The .msinit suffix reports the numeric value of a variable at the best starting point, as reported by the NLP solver when the MULTISTART option is specified. If the solver does not report a best starting point, then the value is missing. The value is tracked independently for each problem to support multiple subproblems. See the section Multistart in Chapter 10: The Nonlinear Programming Solver, for more information.

The .block suffix identifies the subproblem for constraints when used with the METHOD=USER option of the decomposition algorithm. The value must be numeric and is initially assigned a missing value. A constraint with a missing value for the .block suffix is part of the master problem. Otherwise constraints belong to the same subproblem if and only if they have the same .block suffix values. See Chapter 15: The Decomposition Algorithm, for more information.

The .label suffix represents the text passed to the solver to identify a variable, constraint, or objective. Some solvers can display this label in their output. The maximum text length passed to the solver is controlled by the MAXLABLEN= option. The default text is based on the name in the model, abbreviated to fit within MAXLABLEN. For example, a model variable x[1] would be labeled "x[1]". This label text can be reassigned. The .label suffix value is also used to create MPS labels stored in the output data set for the SAVE MPS and SAVE QPS statements.

The .name suffix represents the name of a symbol as a text string. The .name suffix can be used with any declared name except for local dummy parameters. This suffix is primarily useful when applied to problem symbols (see the section Problem Symbols), since the .name suffix returns the name of the referenced symbol, not the problem symbol name. The name text is based on the name in the model, abbreviated to fit in 256 characters.

Suffixed names can be used wherever a parameter name is accepted, provided only the value is required. However, you are not allowed to change the value of certain suffixes. Table 5.14 marks these suffixes as not modifiable. Suffixed names that are used as a target in an assignment or READ DATA statement must be modifiable.

The following statements formulate a trivial linear programming problem. The objective value is unbounded, which is reported after the execution of the SOLVE statement. The PRINT statements illustrate the corresponding default auxiliary values. This is shown in Figure 5.56.

proc optmodel;
     var x, y;
     min z = x + y;
     con c: x + 2*y <= 3;
     solve;
     print x.lb x.ub x.status x.sol;
     print y.lb y.ub y.status y.sol;
     print c.lb c.ub c.body c.dual;

Next, continue to submit the following statements to change the default bounds and solve again. The output is shown in Figure 5.57.

     x.lb=0;
     y.lb=0;
     c.lb=1;
     solve;
     print x.lb x.ub x.status x.sol;
     print y.lb y.ub y.status y.sol;
     print c.lb c.ub c.body c.dual;

Note: Spaces are significant. The form NAME. TAG is treated as a SAS format name followed by the tag name, not as a suffixed identifier. The forms NAME.TAG, NAME . TAG, and NAME .TAG (note the location of spaces) are interpreted as suffixed references.