The Quadratic Programming Solver
| Macro Variable _OROPTMODEL_ |
The OPTMODEL procedure always creates and initializes a SAS macro called _OROPTMODEL_. This variable contains a character string. After each PROC OROPTMODEL run, you can examine this macro by specifying %put &_OROPTMODEL_; and check the execution of the most recently invoked solver from the value of the macro variable. The various terms of the variable after the QP solver is called are interpreted as follows.
- STATUS
-
indicates the solver status at termination. It can take one of the following values:
- OK
The solver terminated normally.
- SYNTAX_ERROR
Incorrect syntax was used.
- DATA_ERROR
The input data were inconsistent.
- OUT_OF_MEMORY
Insufficient memory was allocated to the procedure.
- IO_ERROR
A problem occurred in reading or writing data.
- SEMANTIC_ERROR
An evaluation error, such as an invalid operand type, occurred.
- ERROR
The status 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
The solution is optimal.
- CONDITIONAL_OPTIMAL
The optimality of the solution cannot be proven.
- INFEASIBLE
The problem is infeasible.
- UNBOUNDED
The problem is unbounded.
- INFEASIBLE_OR_UNBOUNDED
The problem is infeasible or unbounded.
- BAD_PROBLEM_TYPE
The problem type is unsupported by the solver.
- ITERATION_LIMIT_REACHED
The maximum allowable number of iterations was reached.
- TIME_LIMIT_REACHED
The solver reached its execution time limit.
- FUNCTION_CALL_LIMIT_REACHED
The solver reached its limit on function evaluations.
- FAILED
The solver failed to converge, possibly due to numerical issues.
- OBJECTIVE
indicates the objective value obtained by the solver at termination.
- PRIMAL_INFEASIBILITY
indicates the (relative) infeasibility of the primal constraints at the solution. See the section Interior Point Algorithm: Overview for details.
- DUAL_INFEASIBILITY
indicates the (relative) infeasibility of the dual constraints at the solution. See the section Interior Point Algorithm: Overview for details.
- BOUND_INFEASIBILITY
indicates the (relative) violation by the solution of the lower or upper bounds (or both). 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 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 taken for preprocessing (seconds).
- SOLUTION_TIME
indicates the time (in seconds) taken to solve the problem, including preprocessing time.