The Quadratic Programming Solver: QP Solver Options :: SAS/OR(R) 9.2 User's Guide: Mathematical Programming

The Quadratic Programming Solver -- Experimental

QP Solver Options

This section describes the options recognized by the QP solver. These options can be specified after a forward slash (/) in the SOLVE statement, provided that the QP solver is explicitly specified using a WITH clause.

The QP solver does not provide an intermediate solution if the solver terminates before reaching optimality.

Control Options

MAXITER=

specifies the maximum number of iterations. The value

can be any integer between one and the largest four-byte signed integer, which is $2^{31} - 1$ . If you do not specify this option, the procedure does not stop based on the number of iterations performed.

MAXTIME=

specifies an upper limit of

seconds of real time for the optimization process. If you do not specify this option, the procedure does not stop based on the amount of time elapsed.

PRESOLVER=option

PRESOL=option

specifies one of the following presolve options:

Option	Description
NONE (0)	Disable presolver.
AUTOMATIC (-1)	Apply presolver by using default setting.
BASIC (1)	Apply basic presolver.
MODERATE (2)	Apply moderate presolver.
AGGRESSIVE (3)	Apply aggressive presolver.

You can also specify the option by integers from -1 to 3. The integer value for each option is indicated in parentheses. The default option is AUTOMATIC.

PRINTFREQ=

specifies that the printing of the solution progress to the iteration log is to occur after every

iterations. The print frequency,

, is an integer between zero and the largest four-byte signed integer, which is $2^{31} - 1$ .

The value disables the printing of the progress of the solution. The default value of this option is 1.

Interior Point Algorithm Options

STOP_DG= $\delta$: specifies the desired relative duality gap, $\delta \in$ [1E - 9, 1E - 4]. This is the relative difference between the primal and dual objective function values and is the primary solution quality parameter. The default value is 1E - 6. See the section "Interior Point Algorithm: Overview" for details.
STOP_DI= $\beta$: specifies the maximum allowed relative dual constraints violation, $\beta \in$ [1E - 9, 1E - 4]. The default value is 1E - 6. See the section "Interior Point Algorithm: Overview" for details.
STOP_PI= $\alpha$: specifies the maximum allowed relative bound and primal constraints violation, $\alpha \in$ [1E - 9, 1E - 4]. The default value is 1E - 6. See the section "Interior Point Algorithm: Overview" for details.

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