Wednesday, April 18 th, 2007Applications Development Section011-2007 Katz: SAS/OR 80 Background 2: One Slide Guide to Linear Programming From the Overview section of the SAS/OR ® software PROC LP documentation for SAS 9.1.3 – http://support.sas.com/onlinedoc/913/docMainpage.jsp … the LP procedure solves the general mixed-integer program of the form – minimizec T x – subject to Ax {≥,=,≤} b l ≤ x ≤ u x i is integer, where: – A is an m x n matrix of technological coefficients – b is an m x 1 matrix of right-hand-side (RHS) constants – c is an n x 1 matrix of objective function coefficients – x is an n x 1 matrix of structural variables – l is an n x 1 matrix of lower bounds on x – u is an n x 1 matrix of upper bounds on x – S is a subset of the indices {1,…,n} N.B.:can maximize instead The theory and practice of linear programming are well-established, so we will treat PROC LP as a black box**
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