Operations Research topics: SAS/OR,
SAS Optimization, and SAS Simulation Studio

proc optmodel: Uniqueness of optimal solution

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Contributor
Posts: 36

proc optmodel: Uniqueness of optimal solution

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!

SAS Employee
Posts: 477

Re: proc optmodel: Uniqueness of optimal solution

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.

Contributor
Posts: 36

Re: proc optmodel: Uniqueness of optimal solution

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!

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