The Quadratic Programming Solver

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= $\text{[math]}$

specifies the maximum number of iterations. The value $\text{[math]}$ can be any integer between one and the largest four-byte signed integer, which is $\text{[math]}$ . If you do not specify this option, the procedure does not stop based on the number of iterations performed.

MAXTIME= $\text{[math]}$

specifies an upper limit of $\text{[math]}$ units of time for the optimization process. The value of the TIMETYPE= option determines the type of units used. If you do not specify the MAXTIME= option, the solver does not stop based on the amount of time elapsed.

PRESOLVER=option | num

PRESOL=option | num

specifies one of the following presolve options:

num	option	Description
0	NONE	Disables presolver.
–1	AUTOMATIC	Applies presolver by using default setting.

You can specify the PRESOLVER= value either by a character-valued option or by an integer. The default option is AUTOMATIC.

PRINTFREQ= $\text{[math]}$

specifies that the printing of the solution progress to the iteration log is to occur after every $\text{[math]}$ iterations. The print frequency, $\text{[math]}$ , is an integer between zero and the largest four-byte signed integer, which is $\text{[math]}$ .

The value $\text{[math]}$ disables the printing of the progress of the solution. The default value of this option is 1.

Interior Point Algorithm Options

STOP_DG= $\text{[math]}$

specifies the desired relative duality gap, $\text{[math]}$ [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= $\text{[math]}$

specifies the maximum allowed relative dual constraints violation, $\text{[math]}$ [1E–9, 1E–4]. The default value is 1E–6. See the section Interior Point Algorithm: Overview for details.

STOP_PI= $\text{[math]}$

specifies the maximum allowed relative bound and primal constraints violation, $\text{[math]}$ [1E–9, 1E–4]. The default value is 1E–6. See the section Interior Point Algorithm: Overview for details.

TIMETYPE=option $\text{[math]}$ num

specifies the units of time used by the MAXTIME= option and reported by the PRESOLVE_TIME and SOLUTION_TIME terms in the _OROPTMODEL_ macro variable. Table 8.2 describes the valid values of the TIMETYPE= option.

Table 8.2 Values for TIMETYPE= Option
num	option	Description
0	CPU	Specifies units of CPU time.
1	REAL	Specifies units of real time.

The "Optimization Statistics" table, an output of PROC OPTMODEL if option PRINTLEVEL=2 is specified in the PROC OPTMODEL statement, also includes the same time units for "Presolver Time" and "Solver Time." The other times (such as "Problem Generation Time") in the "Optimization Statistics" table are always CPU times. The default value of the TIMETYPE= option is CPU.