The Quadratic Programming Solver

Functional Summary

Table 11.1 summarizes the list of options available for the SOLVE WITH QP statement, classified by function.

Table 11.1: Options for the QP Solver

Description

Option

Control Options

 

Specifies the frequency of printing solution progress

LOGFREQ=

Specifies the maximum number of iterations

MAXITER=

Specifies the time limit for the optimization process

MAXTIME=

Specifies the type of presolve

PRESOLVER=

Interior Point Algorithm Options

 

Specifies the stopping criterion based on duality gap

STOP_DG=

Specifies the stopping criterion based on dual infeasibility

STOP_DI=

Specifies the stopping criterion based on primal infeasibility

STOP_PI=

Specifies units of CPU time or real time

TIMETYPE=