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The OPTQP Procedure

The OPTQP procedure solves quadratic programming problems with a new infeasible primal-dual predictor-corrector interior point algorithm. Performance is excellent for both sparse and dense quadratic programming problems, and PROC OPTQP excels at solving large problems efficiently.

PROC OPTQP accepts quadratic programming problems that are submitted in a QPS-format SAS data set. The QPS-format SAS data set corresponds closely to the format of the QPS text file (a widely accepted extension of the MPS format).