| The OPTQP Procedure |
PROC OPTQP Macro Variable
The OPTQP procedure defines a macro variable named _OROPTQP_. This variable contains a character string that indicates the status of the procedure. 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
- optimality of the solution cannot be proven
- 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
- NONCONVEX
- quadratic matrix is nonconvex (minimization)
- NONCONCAVE
- quadratic matrix is nonconcave (maximization)
- OBJECTIVE
- indicates the objective value obtained by the solver at termination.
- PRIMAL_INFEASIBILITY
- indicates the (relative) infeasibility of the primal constraints at the optimal solution. See the section "Interior Point Algorithm: Overview" for details.
- DUAL_INFEASIBILITY
- indicates the (relative) infeasibility of the dual constraints at the optimal solution. See the section "Interior Point Algorithm: Overview" for details.
- BOUND_INFEASIBILITY
- indicates the (relative) violation of the optimal solution over the lower and upper bounds. See the section "Interior Point Algorithm: Overview" for details.
- DUALITY_GAP
- indicates the (relative) duality gap. See the section "Interior Point Algorithm: Overview" for details.
- COMPLEMENTARITY
- indicates the (absolute) complementarity at the optimal solution. See the section "Interior Point Algorithm: Overview" for details.
- ITERATIONS
- indicates the number of iterations required to solve the problem.
- PRESOLVE_TIME
- indicates the time for preprocessing (seconds).
- SOLUTION_TIME
- indicates the time taken by the interior point algorithm to perform iterations for solving the problem (seconds).
Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.