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PROC OPTLP Macro Variable

The OPTLP procedure defines a macro variable named _OROPTLP_. This variable contains a character string that indicates the status of the OPTLP procedure upon termination. The various terms of the variable are interpreted as follows.

STATUS

indicates the solver status at termination. It can take one of the following values:

OK

procedure terminated normally

SYNTAX_ERROR

incorrect use of syntax

DATA_ERROR

inconsistent input data

OUT_OF_MEMORY

insufficient memory allocated to the procedure

IO_ERROR

problem in reading or writing of data

ERROR

status that cannot be classified into any of the preceding categories

SOLUTION_STATUS

indicates the solution status at termination. It can take one of the following values:

OPTIMAL

solution is optimal

CONDITIONAL_OPTIMAL

solution is optimal, but some infeasibilities (primal, dual or bound) exceed tolerances due to scaling or preprocessing

INFEASIBLE

problem is infeasible

UNBOUNDED

problem is unbounded

INFEASIBLE_OR_UNBOUNDED

problem is infeasible or unbounded

ITERATION_LIMIT_REACHED

maximum allowable iterations reached

TIME_LIMIT_REACHED

maximum time limit reached

FAILED

solver failed to converge, possibly due to numerical issues

OBJECTIVE

indicates the objective value obtained by the solver at termination.

PRIMAL_INFEASIBILITY

indicates the maximum (absolute) violation of the primal constraints by the primal solution.

DUAL_INFEASIBILITY

indicates the maximum (absolute) violation of the dual constraints by the dual solution.

BOUND_INFEASIBILITY

indicates the maximum (absolute) violation of the lower and/or upper bounds by the primal solution.

DUALITY_GAP

indicates the (relative) duality gap. This term appears only if the interior point solver is used.

COMPLEMENTARITY

indicates the (absolute) complementarity. This term appears only if the interior point solver is used.

ITERATIONS

indicates the number of iterations taken to solve the problem.

PRESOLVE_TIME

indicates the time for preprocessing (seconds).

SOLUTION_TIME

indicates the time taken to solve the problem (seconds).

Note: The time reported in PRESOLVE_TIME and SOLUTION_TIME is either CPU time (default) or real time. The type is determined by the TIMETYPE= option.

When SOLUTION_STATUS has a value of OPTIMAL, CONDITIONAL_OPTIMAL, ITERATION_LIMIT_REACHED, or TIME_LIMIT_REACHED, all terms of the _OROPTLP_ macro variable are present; for other values of SOLUTION_STATUS, some terms do not appear.