The Quadratic Programming Solver

QP Solver Options

Control Options
Interior Point Algorithm 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

LOGFREQ=k PRINTFREQ=k

specifies that the printing of the solution progress to the iteration log is to occur after every k iterations. The print frequency, k, is an integer between zero and the largest four-byte signed integer, which is $2^{31} - 1$ .

The value k = 0 disables the printing of the progress of the solution. The default value of this option is 1.

MAXITER=k

specifies the maximum number of iterations. The value k can be any integer between one and the largest four-byte signed integer, which is $2^{31} - 1$ . If you do not specify this option, the procedure does not stop based on the number of iterations performed.

MAXTIME=t

specifies an upper limit of t units of time for the optimization process, including problem generation time and solution time. 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. The value of t can be any positive number; the default value is the positive number that has the largest absolute value that can be represented in your operating environment.

PRESOLVER=number | string PRESOL=number | string

specifies one of the following presolve options:

number	string	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.

Interior Point Algorithm Options

STOP_DG= $\delta$

specifies the desired relative duality gap, $\delta \in$ [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= $\beta$

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

STOP_PI= $\alpha$

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

TIMETYPE=number $\mid$ string

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 9.2 describes the valid values of the TIMETYPE= option.

Table 9.2: Values for TIMETYPE= Option

number	string	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 depends on the values of the NTHREADS= and NODES= options in the PERFORMANCE statement of the OPTMODEL procedure. See the section PERFORMANCE Statement for more information about the NTHREADS= option. See Chapter 3: Shared Concepts and Topics in SAS High-Performance Analytics Server 12.1: User's Guide, for more information about the NODES= option. (The NODES= option requires SAS^®High-Performance Analytics software.)

If you specify a value greater than 1 for either the NTHREADS= or NODES= option, the default value of the TIMETYPE= option is REAL. If you specify a value of 1 for both the NTHREADS= and NODES= options, the default value of the TIMETYPE= option is CPU.