The Interior Point Nonlinear Programming Solver: Solver Termination Criterion :: SAS/OR(R) 9.2 User's Guide: Mathematical Programming

The Interior Point Nonlinear Programming Solver -- Experimental

Solver Termination Criterion

The solver terminates when the norm of the optimality conditions of the original problem is less than the user-defined or default tolerance (see OPTTOL= option). More specifically, if

$f(x,s,z) = ( \nabla_{x} f(x) - j(x)^{\rm t} z , s z , g(x) - s )^{\rm t}$

is the vector of the optimality conditions of the original NLP problem, then the solver terminates when

$\parallel f(x,s,z) \parallel \le opttol$

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