Proc Lp incorrect result!

Mina-sh — Mon, 15 May 2017 20:23:00 GMT

Hello All,

I'm working on an optimization problem and here is my issue:

I define the model in a sparse format and it is solved successfully. But when I check the details I see some constraints are ignored!

So the solution is wrong... It is a simple LP problem for flow management. I'm attaching the solution and data to this message. To see the problem if you check the result at TOTAL file (you find 3 rows for DC001 but there should be 4 rows at the first step considering the data file LPMATRIX). Also, none of them should be 0... they should be GE to 9500, 73000, 15000 and 14000. Otherwise, the solution should be infeasible regardless the other constraints... How can this be possible?

The TOTAL file is extracted from solufile which is the direct output of the procedure.

PROC LP DATA = LPMATRIX SPARSEDATA PRINTFREQ = 1 PRINTLEVEL = -1
TIME = 6000 MAXIT1 = 99000 MAXIT2 = 99000 IMAXIT = 99000
PRIMALOUT = SOLUFILE VARSELECT = PRIOR ;

RUN ;

Re: Proc Lp incorrect result!

RobPratt — Tue, 16 May 2017 14:29:12 GMT

Can you please show how you got from SOLUFILE to TOTAL?

The following PROC PRINT call shows several variables involving DC001:

proc print data=solufile(where=(_VAR_ contains 'DC001'));
run;

SAS Output

Obs	_OBJ_ID_	_RHS_ID_	_VAR_	_TYPE_	_STATUS_	_VALUE_	_UBOUND_	_PRICE_	_R_COST_
1	MINCOST	_RHS_	PFL__DC001H90 01RSL	NON-NEG		0	1.7977E308	147.330	12.328
2	MINCOST	_RHS_	PFL__DC001OFIL01RSL	NON-NEG		0	1.7977E308	144.486	12.499
3	MINCOST	_RHS_	PFL__DC001PG3 01RSL	NON-NEG		0	1.7977E308	126.126	9.276
717	MINCOST	_RHS_	PPT__DC001H-HG01RSL	NON-NEG	_BASIC_	9500	1.7977E308	177.481	0.000
718	MINCOST	_RHS_	PPT__DC001H90 01RSL	NON-NEG		0	1.7977E308	154.553	19.551
719	MINCOST	_RHS_	PPT__DC001OFIL01RSL	NON-NEG		0	1.7977E308	155.804	23.816
1003	MINCOST	_RHS_	PSY__DC001H90 01RSL	NON-NEG	_BASIC_	73000	1.7977E308	128.317	0.000
1004	MINCOST	_RHS_	PSY__DC001OFIL01RSL	NON-NEG	_BASIC_	15000	1.7977E308	125.132	-0.000
1005	MINCOST	_RHS_	PSY__DC001PG3 01RSL	NON-NEG	_BASIC_	14000	1.7977E308	114.232	0.000
3423	MINCOST	_RHS_	D_DC001H-HG01RSL	SURPLUS		0	1.7977E308	0.000	177.481
3424	MINCOST	_RHS_	D_DC001H90 01RSL	SURPLUS		0	1.7977E308	0.000	135.002
3425	MINCOST	_RHS_	D_DC001OFIL01RSL	SURPLUS		0	1.7977E308	0.000	131.987
3426	MINCOST	_RHS_	D_DC001PG3 01RSL	SURPLUS		0	1.7977E308	0.000	116.850

The numbers you mentioned do appear among the nonzero values.

Also, note that PROC LP has been considered legacy and no longer maintained since SAS/OR 9.3 (July 2011) and is not even documented as of SAS/OR 14.2 (November 2016). Please see this SAS Global Forum paper to migrate to PROC OPTMODEL. As demonstrated in that paper, I used the MPSOUT= option in PROC LP and then ran PROC OPTLP as a sanity check. I got the same optimal objective value (290555420.58) in both cases, so another possibility to consider is that maybe your LPMATRIX doesn't correctly capture the problem you want to solve.

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Proc Lp incorrect result!

Re: Proc Lp incorrect result!