The OPTLP Procedure
- Overview
- Getting Started
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Syntax
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Details
Data Input and Output Presolve Pricing Strategies for the Primal and Dual Simplex Solvers Warm Start for the Primal and Dual Simplex Solvers The Network Simplex Algorithm The Interior Point Algorithm Iteration Log for the Primal and Dual Simplex Solvers Iteration Log for the Network Simplex Solver Iteration Log for the Interior Point Solver ODS Tables Irreducible Infeasible Set Memory Limit PROC OPTLP Macro Variable
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Examples
- References
| Iteration Log for the Interior Point Solver |
The interior point solver 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 MAXITER= or MAXTIME= options. If the complementarity 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.