The OPTMILP Procedure

Macro Variable _OROPTMILP_

The OPTMILP procedure defines a macro variable named _OROPTMILP_. This variable contains a character string that indicates the status of the OPTMILP 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 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
OPTIMAL_AGAP
optimal solution within absolute gap specified using ABSOBJGAP= option
OPTIMAL_RGAP
optimal solution within relative gap specified using RELOBJGAP= option
OPTIMAL_COND
solution is optimal, but some infeasibilities (primal, bound, or integer) exceed tolerances due to scaling or choice of small INTTOL= value
TARGET
solution not worse than target specified using TARGET= option
INFEASIBLE
problem is infeasible
UNBOUNDED
problem is unbounded
INFEASIBLE_OR_UNBOUNDED
problem is infeasible or unbounded
SOLUTION_LIM
solver reached maximum number of solutions specified using option MAXSOLS=
NODE_LIM_SOL
solver reached maximum number of nodes specified using MAXNODES= option and found a solution
NODE_LIM_NOSOL
solver reached maximum number of nodes specified using MAXNODES= option and did not find a solution
TIME_LIM_SOL
solver reached the execution time limit specified using MAXTIME= option and found a solution
TIME_LIM_NOSOL
solver reached the execution time limit specified using MAXTIME= option and did not find a solution
ABORT_SOL
solver was stopped by user but still found a solution
ABORT_NOSOL
solver was stopped by user and did not find a solution
OUTMEM_SOL
solver ran out of memory but still found a solution
OUTMEM_NOSOL
solver ran out of memory and either did not find a solution or failed to output solution due to insufficient memory
FAIL_SOL
solver stopped due to errors but still found a solution
FAIL_NOSOL
solver stopped due to errors and did not find a solution

OBJECTIVE
indicates the objective value obtained by the solver at termination.

RELATIVE_GAP
specifies the relative gap between the best integer objective (BestInteger) and the objective of the best remaining node (BestBound) upon termination of the MILP solver. The relative gap is equal to
|{bestinteger} - {bestbound}| / ({1e-10} + |{bestbound}|)

ABSOLUTE_GAP
specifies the absolute gap between the best integer objective (BestInteger) and the objective of the best remaining node (BestBound) upon termination of the MILP solver. The absolute gap is equal to |{bestinteger} - {bestbound}|.

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

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

INTEGER_INFEASIBILITY
indicates the maximum (absolute) violation of the integrality of integer variables returned by the MILP solver.

BEST_BOUND
specifies the best LP objective value of all unprocessed nodes on the branch-and-bound tree at the end of execution. A missing value indicates that the OPTMILP procedure has processed either all or none of the nodes on the branch-and-bound tree.

NODES
specifies the number of nodes enumerated by the MILP solver by using the branch-and-bound algorithm.

ITERATIONS
indicates the number of simplex iterations taken to solve the problem.

PRESOLVE_TIME
indicates the time (in seconds) used in preprocessing.

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

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.

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