The OPTLP Procedure

Using the diet problem described in Example 5.3, this example illustrates how to reoptimize an LP problem after modifying the objective function.

Assume that the optimal solution of the diet problem is found and the optimal solutions are stored in the data sets ex3pout and ex3dout.

Suppose the cost of cheese increases from 8 to 10 per unit and the cost of fish decreases from 11 to 7 per serving unit. The COLUMNS section in the input data table ex3 is updated (and the data table is saved as ex4) as follows:

   COLUMNS     .          .        .     .         .
      ...
   .           ch         diet     10     calories  106
      ...
   .           fi         diet     7      calories  130
      ...
   RHS         .          .        .     .         .
      ...

   ENDATA
   ;

You can use the following DATA step to create the data table ex4:

data mycas.ex4;
   input _id_ field1 $ field2 $ field3 $ field4 field5 $ field6;
   datalines;
1  NAME        .          EX3      .     .         .
2  ROWS        .          .        .     .         .
3  N           diet       .        .     .         .
4  G           calories   .        .     .         .
5  L           protein    .        .     .         .
6  G           fat        .        .     .         .
7  G           carbs      .        .     .         .
8  COLUMNS     .          .        .     .         .
9  .           br         diet     2     calories  90
10 .           br         protein  4     fat       1
11 .           br         carbs    15    .         .
12 .           mi         diet     3.5   calories  120
13 .           mi         protein  8     fat       5
14 .           mi         carbs    11.7  .         .
15 .           ch         diet     10     calories  106
16 .           ch         protein  7     fat       9
17 .           ch         carbs    .4    .         .
18 .           po         diet     1.5   calories  97
19 .           po         protein  1.3   fat       .1
20 .           po         carbs    22.6  .         .
21 .           fi         diet     7     calories  130
22 .           fi         protein  8     fat       7
23 .           fi         carbs    0     .         .
24 .           yo         diet     1     calories  180
25 .           yo         protein  9.2   fat       1
26 .           yo         carbs    17    .         .
27 RHS         .          .        .     .         .
28 .           .          calories 300   protein   10
29 .           .          fat      8     carbs     10
30 BOUNDS      .          .        .     .         .
31 UP          .          mi       1     .         .
32 LO          .          fi       .5    .         .
33 ENDATA      .          .        .     .         .
;

You can use the BASIS=WARMSTART option (and the ex3pout and ex3dout data tables from Example 5.3) in the following call to PROC OPTLP to solve the modified problem:

proc optlp data=mycas.ex4
   presolver = none
   basis     = warmstart
   primalin  = mycas.ex3pout
   dualin    = mycas.ex3dout
   algorithm = primal
   primalout = mycas.ex4pout
   dualout   = mycas.ex4dout
   logfreq   = 1;
run;

The following iteration log indicates that it takes the primal simplex algorithm no extra iterations to solve the modified problem by using BASIS=WARMSTART, since the optimal solution to the LP problem in Example 5.3 remains optimal after the objective function is changed.

Note that the primal simplex algorithm is preferred because the primal solution to the original LP is still feasible for the modified problem in this case.