SUPPORT / SAMPLES & SAS NOTES
Problem Note 37649: Maximum primal infeasibility is much greater than the feasibility tolerance error
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When running the Cash Flow Optimization job in SAS® Risk Management for Banking, your SAS log might contain messages like the following:
ERROR: Maximum primal infeasibility is 0.0037748874, which is much greater than the feasibility
tolerance 1E-6.
ERROR: Failed to solve the problem.
This is due to failure criteria being set too restrictively within the OPTMODEL procedure. There is no workaround.
Click the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS Risk Management for Banking | Microsoft® Windows® for x64 | 2.1 | 2.1 | 9.2 TS2M0 | |
| Microsoft Windows Server 2003 Datacenter Edition | 2.1 | 2.1 | 9.2 TS2M0 | |||
| Microsoft Windows Server 2003 Enterprise Edition | 2.1 | 2.1 | 9.2 TS2M0 | |||
| Microsoft Windows Server 2003 Standard Edition | 2.1 | 2.1 | 9.2 TS2M0 | |||
| Microsoft Windows Server 2003 for x64 | 2.1 | 2.1 | 9.2 TS2M0 | |||
| Microsoft Windows Server 2008 for x64 | 2.1 | 2.1 | 9.2 TS2M0 | |||
| Microsoft Windows XP Professional | 2.1 | 2.1 | 9.2 TS2M0 | |||
| Linux for x64 | 2.1 | 2.1 | 9.2 TS2M0 | |||
| Solaris for x64 | 2.1 | 2.1 | 9.2 TS2M0 | |||
| Linux | 2.1 | 2.1 | 9.2 TS2M0 | |||
| HP-UX IPF | 2.1 | 2.1 | 9.2 TS2M0 | |||
| 64-bit Enabled Solaris | 2.1 | 2.1 | 9.2 TS2M0 | |||
| 64-bit Enabled AIX | 2.1 | 2.1 | 9.2 TS2M0 | |||
| 64-bit Enabled HP-UX | 2.1 | 2.1 | 9.2 TS2M0 | |||
| Windows Vista for x64 | 2.1 | 2.1 | 9.2 TS2M0 | |||
| Windows Vista | 2.1 | 2.1 | 9.2 TS2M0 | |||
| SAS System | SAS/OR | OpenVMS on HP Integrity | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 |
| Linux for x64 | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Linux | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| HP-UX IPF | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| 64-bit Enabled Solaris | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| 64-bit Enabled AIX | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Windows Vista | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Microsoft Windows XP Professional | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2003 Standard Edition | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Microsoft® Windows® for x64 | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Microsoft Windows XP 64-bit Edition | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Solaris for x64 | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| 64-bit Enabled HP-UX | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| z/OS | 9.21 | 9.22 | 9.2 TS2M0 | 9.2 TS2M3 | ||