The OPTQP Procedure
Macro Variable _OROPTQP_
The OPTQP procedure defines a macro variable named _OROPTQP_. This variable contains a character string that indicates the status of the procedure. The various terms of the variable are interpreted as follows.
- STATUS
-
indicates the solver status at termination. It can take one of the following values:
- OK
-
The procedure 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.
- ERROR
-
The status cannot be classified into any of the preceding categories.
- ALGORITHM
-
indicates the algorithm that produced the solution data in the macro variable. This term only appears when STATUS=OK. It can take the following value:
- IP
-
The interior point algorithm produced the solution data.
- 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.
- ITERATION_LIMIT_REACHED
-
The maximum allowable number of iterations was reached.
- TIME_LIMIT_REACHED
-
The maximum time limit was reached.
- FAILED
-
The solver failed to converge, possibly due to numerical issues.
- NONCONVEX
-
The quadratic matrix is nonconvex (minimization).
- NONCONCAVE
-
The quadratic matrix is nonconcave (maximization).
- 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 optimal 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.
Note: The time that is reported in PRESOLVE_TIME and SOLUTION_TIME is either CPU time or real time. The type is determined by the TIMETYPE= option.