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Iteration Log for the OPTQP Procedure

The interior point solver in PROC OPTQP implements an infeasible primal-dual predictor-corrector interior point algorithm. The following information is displayed in the iteration log:

Iter

indicates the iteration number

Complement

indicates the (absolute) complementarity

Duality Gap

indicates the (relative) duality gap

Primal Infeas

indicates the (relative) primal infeasibility measure

Bound Infeas

indicates the (relative) bound infeasibility measure

Dual Infeas

indicates the (relative) dual infeasibility measure

If the sequence of solutions converges to an optimal solution of the problem, you should see all columns in the iteration log converge to zero or very close to zero. If they do not, it can be the result of insufficient iterations being performed to reach optimality. In this case, you might need to increase the value specified in the option MAXITER= or MAXTIME=. If the complementarity and/or the duality gap do not converge, the problem might be infeasible or unbounded. If the infeasibility columns do not converge, the problem might be infeasible.