Mathematical Optimization, Discrete-Event Simulation, and OR

Operations Research topics: SAS/OR,
SAS Optimization, and SAS Simulation Studio
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ODENWALD
Obsidian | Level 7

If I had the problem in  Optmodel-format I could use

solve with LP relaxint / algorithm = mychoice.

However when I only have an  mps-format  with binary-conditions on variables thus would (need to)  use Proc OPTMILP.

How  can I tell  Proc Optmilp  to override the binary information and deliver the solution to the  LP relaxation ??

 

Or can I do just this when submitting the  mps-file to   Proc  OPTLP ?

 

Regards,  Odenwald

1 REPLY 1
RobPratt
SAS Super FREQ

Yes, you can use PROC OPTLP to solve the LP relaxation.  You will get the following warning message in the log.

WARNING: The input data set contains integer variables; the linear relaxation will be solved.