topic proc optmodel: Uniqueness of optimal solution in Mathematical Optimization, Discrete-Event Simulation, and OR

proc optmodel: Uniqueness of optimal solution

Lida — Tue, 07 Nov 2017 18:09:41 GMT

Hello,

I am wondering if someone can answer my question. I am new to LP and wondering how I can check (perhaps from SAS output) whether an optimal solution in proc optmodel is truly unique? Can I check somehow that there is only one (optimal) solution to an objective function or there are several optimal solutions. Thank you!

Re: proc optmodel: Uniqueness of optimal solution

RobPratt — Wed, 08 Nov 2017 17:16:12 GMT

If all your variables are integer, you can use the FINDALLSOLNS option in the CLP solver to find all solutions.

For LP, there is no such built-in option, but you can use basis information and reduced costs to detect multiple optimal solutions.

See the Reduced Costs and Variable and Constraint Status sections in the documentation.

Re: proc optmodel: Uniqueness of optimal solution

Lida — Wed, 08 Nov 2017 18:22:29 GMT

Thank you for your reply Rob! Unfortunately the CLP solver is not available in the SAS version I have. I am using LP solver and my variables are in decimal format. I am a new to LP so I am wondering if you can advise me where I can read how to use basis information and reduced costs to detect multiple optimal solutions. You help is much appreciated! Thank you!