Problem Note 36896: An incorrect optimum is produced during credit risk mitigant allocation
In some cases, PROC INTPOINT incorrectly declares optimality when PRSLTYPE=0 is specified, and there is nothing apparent to indicate that the reported solution is not optimal. Possible indications in the SAS® log that this incorrect behavior has occurred are that all constraints have been eliminated by the preprocessor and that the optimum has been determined by the preprocessor. In addition, if the optimum is different from the optimum for other PRSLTYPE= option specifications when keeping everything else the same (input data, PROC INTPOINT code, and so on), then the optimum is likely to be incorrect.
A workaround is to specify PRSLTYPE=-1 in the PROC INTPOINT statement in cases where the preprocessor computes an incorrect optimum. Specifying PRSLTYPE=-1 turns off the presolver that is used by the INTPOINT procedure.
Select the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| SAS System | SAS/OR | z/OS | 3.1 | 9.21 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 3.1 | 9.21 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 3.1 | 9.21 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 3.1 | 9.21 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| Microsoft Windows XP 64-bit Edition | 3.1 | 9.21 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| Microsoft Windows 2000 Advanced Server | 3.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows 2000 Datacenter Server | 3.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows 2000 Server | 3.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows 2000 Professional | 3.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows NT Workstation | 3.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows Server 2003 Datacenter Edition | 3.1 | 9.21 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| Microsoft Windows Server 2003 Enterprise Edition | 3.1 | 9.21 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| Microsoft Windows Server 2003 Standard Edition | 3.1 | 9.21 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| Microsoft Windows XP Professional | 3.1 | 9.21 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| Windows Vista | 3.1 | 9.21 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| 64-bit Enabled AIX | 3.1 | 9.21 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| 64-bit Enabled HP-UX | 3.1 | 9.21 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| 64-bit Enabled Solaris | 3.1 | 9.21 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| HP-UX IPF | 3.1 | 9.21 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| Linux | 3.1 | 9.21 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| Solaris for x64 | 3.1 | 9.21 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| SAS System | SAS Credit Risk Management for Banking | Microsoft Windows XP Professional | 4.2 | 4.6 | | 9.1 TS1M3 |
| Microsoft Windows Server 2008 for x64 | 4.2 | | | |
| Microsoft Windows Server 2008 | 4.2 | | | |
| Microsoft Windows Server 2003 for x64 | 4.2 | | | |
| Microsoft Windows Server 2003 Standard Edition | 4.2 | 4.6 | | 9.1 TS1M3 |
| Microsoft Windows Server 2003 Enterprise Edition | 4.2 | 4.6 | | 9.1 TS1M3 |
| Microsoft Windows Server 2003 Datacenter Edition | 4.2 | 4.6 | | 9.1 TS1M3 |
| Microsoft Windows NT Workstation | 4.2 | 4.6 | | 9.1 TS1M3 |
| Microsoft Windows 2000 Professional | 4.2 | 4.6 | | 9.1 TS1M3 |
| Microsoft Windows 2000 Server | 4.2 | 4.6 | | 9.1 TS1M3 |
| Microsoft Windows 2000 Datacenter Server | 4.2 | 4.6 | | 9.1 TS1M3 |
| Microsoft Windows 2000 Advanced Server | 4.2 | 4.6 | | 9.1 TS1M3 |
| Microsoft Windows 95/98 | 4.2 | | | |
| Windows Millennium Edition (Me) | 4.2 | | | |
| Windows Vista | 4.2 | 4.6 | | 9.1 TS1M3 |
| Windows Vista for x64 | 4.2 | 4.6 | | 9.1 TS1M3 |
| 64-bit Enabled AIX | 4.2 | 4.6 | | 9.1 TS1M3 |
| 64-bit Enabled HP-UX | 4.2 | 4.6 | | 9.1 TS1M3 |
| 64-bit Enabled Solaris | 4.2 | 4.6 | | 9.1 TS1M3 |
| HP-UX IPF | 4.2 | 4.6 | | 9.1 TS1M3 |
| Linux | 4.2 | 4.6 | | 9.1 TS1M3 |
| Tru64 UNIX | 4.2 | 4.6 | | 9.1 TS1M3 |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| Type: | Problem Note |
| Priority: | high |
| Date Modified: | 2011-01-14 10:13:56 |
| Date Created: | 2009-08-17 13:38:08 |
