The Quadratic Programming Solver |
Optimizers can encounter difficulty when solving poorly formulated models. Information about data magnitude provides a simple gauge to determine how well a model is formulated. For example, a model whose constraint matrix contains one very large entry (on the order of
) can cause difficulty when the remaining entries are single-digit numbers. The PRINTLEVEL=2 option in the OPTMODEL procedure causes the ODS table "ProblemStatistics" to be generated when the QP solver is called. This table provides basic data magnitude information that enables you to improve the formulation of your models. The variable names in the ODS table "ProblemStatistics" are Label
, cValue
, and nValue
.
The example output in Figure 14.4 demonstrates the contents of the ODS table "ProblemStatistics."
Figure 14.4
ODS Table ProblemStatistics
4 |
2 |
1 |
1.25 |
|
2 |
3 |
2 |
2.5 |
|
1 |
2 |
20 |
2 |
6.75 |
|
2 |
100 |
1 |
50.5 |
|
2 |
2 |
2 |
|
2 |
2 |
2 |