I have lp problems in mps standard (respectively free) format in a table of my databank.
Is it possible to use PROC SQL to select and convert them to mps sas data set, so that I can Input into PROC OPTMILP?
As sparsedata I can seclect a problem form my databank into a table with PROC SQL and convert it with PROC LP:
proc lp data=exdata mpsout=mpsdata;
But for mps format, I find only the macro %mps2sasd in the user's guide. Its parameter must be a file (.mps).
Unfortunately there is no auto macro to read an MPS data set from a database. But since the data set format is almost the same as the mps format, it should not be hard to write a macro for it using PROC SQL.