start linprog( names, obj, maxormin, coef, rel, rhs, activity);

bound = 1.0e10;
m = nrow(coef);
n = ncol(coef);

 /*--------------------convert to maximization------------------*/

if upcase(maxormin)='MIN' then o=-1; else o=1;

 /*--------------------build logical variables-------------------*/

rev = ( rhs < 0 );
adj = (-1 * rev) + ^rev ;

ge  = (( rel = '>=' ) & ^rev) | (( rel = '<=' ) & rev);
eq  =  ( rel = '='  );

if max(ge)=1 then do;
   sr = I(m);
   logicals = -sr[,loc(ge)] || I(m);
   artobj   = repeat(0,1,ncol(logicals)-m) || (eq + ge)` ;
   end;
else do;
   logicals = I(m); artobj = eq` ;
   end;


nl = ncol(logicals);
nv = n + nl + 2;

 /*--------------------build coef matrix----------------------*/

a = ( (o*obj)       || repeat(0,1,nl)   || { -1  0 } ) //
    ( repeat(0,1,n) || -artobj          || {  0 -1 } ) //
    ( (adj # coef)  || logicals         || repeat(0,m,2) );

 /*-- rhs, lower bounds and basis --*/

b = {0,0} // (adj # rhs);

l = repeat(0,1,nv-2) || -bound || -bound ;

basis = nv - (0:nv-1);

 /*----------------phase 1 - primal feasibility---------------*/

call lp(rc,x,y,a,b,nv,,l,basis);
reset noname;
print ( { ' ',
          '**********Primal infeasible problem************',
          ' ',
          '*********Numerically unstable problem**********',
          '*********Singular basis encountered************',
          '*******Solution is numerically unstable********',
          '***Subroutine could not obtain enough memory***',
          '**********Number of iterations exceeded********'}[rc+1]);


if x[nv]^=0 then do;
    print '**********Primal infeasible problem************';
    stop;
    end;
if rc>0 then stop;

 /*---------------phase 2 - dual feasibility------------------*/

u = repeat(.,1,nv-2) || { . 0 }     ;
l = repeat(0,1,nv-2) || -bound || 0 ;

call lp(rc,x,y,a,b,nv-1,u,l,basis);

 /*---------------- report the solution-----------------------*/

print ( { '*************Solution is optimal***************',
          '*********Numerically unstable problem**********',
          '**************Unbounded problem****************',
          '*******Solution is numerically unstable********',
          '*********Singular basis encountered************',
          '*******Solution is numerically unstable********',
          '***Subroutine could not obtain enough memory***',
          '**********Number of iterations exceeded********'}[rc+1]);
reset name;
value = o*x[nv-1];
print ,'Objective Value ' value;

activity = x[1:n];
print ,'Decision Variables ' activity[r=names];


lhs = coef*x[1:n]; dual = y[3:m+2];
print ,'Constraints ' lhs rel rhs dual,
          '***********************************************';

finish;