The OPTLP Procedure

Iteration Log for the Interior Point Algorithm

The interior point algorithm implements an infeasible primal-dual predictor-corrector interior point algorithm. The following information is displayed in the iteration log:

Iter

indicates the iteration number.

Complement

indicates the (absolute) complementarity.

Duality Gap

indicates the (relative) duality gap.

Primal Infeas

indicates the (relative) primal infeasibility measure.

Bound Infeas

indicates the (relative) bound infeasibility measure.

Dual Infeas

indicates the (relative) dual infeasibility measure.

Time

indicates the time elapsed (in seconds).

If the sequence of solutions converges to an optimal solution of the problem, you should see all columns in the iteration log converge to zero or very close to zero. If they do not, it can be the result of insufficient iterations being performed to reach optimality. In this case, you might need to increase the value specified in the MAXITER= or MAXTIME= options. If the complementarity or the duality gap do not converge, the problem might be infeasible or unbounded. If the infeasibility columns do not converge, the problem might be infeasible.