https://communities.sas.com/t5/Mathematical-Optimization/How-to-get-the-LP-relaxation-solution-when-problem-is-in-mps/m-p/475731#M2303 <P>Yes, you can use PROC OPTLP to solve the LP relaxation.&nbsp; You will get the following warning message in the log.</P> <P>WARNING: The input data set contains integer variables; the linear relaxation will be solved.</P> Thu, 05 Jul 2018 17:01:42 GMT RobPratt 2018-07-05T17:01:42Z https://communities.sas.com/t5/Mathematical-Optimization/How-to-get-the-LP-relaxation-solution-when-problem-is-in-mps/m-p/475662#M2302 <P>If I had the problem in&nbsp; Optmodel-format I could use</P><P>solve with LP relaxint / algorithm = mychoice.</P><P>However when I only have an&nbsp; mps-format&nbsp; with binary-conditions on variables thus would (need to)&nbsp; use Proc OPTMILP.</P><P>How&nbsp; can I tell&nbsp; Proc Optmilp&nbsp; to override the binary information and deliver the solution to the&nbsp; LP relaxation ??</P><P>&nbsp;</P><P>Or can I do just this when submitting the&nbsp; mps-file to&nbsp;&nbsp; Proc&nbsp; OPTLP ?</P><P>&nbsp;</P><P>Regards,&nbsp; Odenwald</P> Thu, 05 Jul 2018 15:07:43 GMT https://communities.sas.com/t5/Mathematical-Optimization/How-to-get-the-LP-relaxation-solution-when-problem-is-in-mps/m-p/475662#M2302 ODENWALD 2018-07-05T15:07:43Z https://communities.sas.com/t5/Mathematical-Optimization/How-to-get-the-LP-relaxation-solution-when-problem-is-in-mps/m-p/475731#M2303 <P>Yes, you can use PROC OPTLP to solve the LP relaxation.&nbsp; You will get the following warning message in the log.</P> <P>WARNING: The input data set contains integer variables; the linear relaxation will be solved.</P> Thu, 05 Jul 2018 17:01:42 GMT https://communities.sas.com/t5/Mathematical-Optimization/How-to-get-the-LP-relaxation-solution-when-problem-is-in-mps/m-p/475731#M2303 RobPratt 2018-07-05T17:01:42Z