Problem Note 56253: The QP solver might fail when a large optimization problem instance is specified
If the QP solver in PROC OPTMODEL is used on a large instance, the solver might fail and issue an error message similar to:
ERROR: The dual infeasibility is 0.003992241, which is much greater than the dual feasibility tolerance 1E6.
NOTE: Failed.
The QP solver is invoked automatically when a quadratic objective function is specified. The QP solver can also be invoked explicitly by specifying the "WITH QP" clause in the SOLVE statement.
The same solver failure described above can occur in PROC OPTQP.
Click the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
SAS System  SAS/OR  64bit Enabled AIX  13.2  13.2  9.4 TS1M2  9.4 TS1M0 
HPUX IPF  13.2  13.2  9.4 TS1M2  9.4 TS1M0 
*
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.
An error regarding dual infeasibility is issued when the QP solver is used to solve a large instance. The QP solver is found in PROC OTPMODEL and PROC OPTQP.
Type:  Problem Note 
Priority:  high 
Topic:  Analytics ==> Mathematical Optimization SAS Reference ==> Procedures ==> OPTMODEL SAS Reference ==> Procedures ==> OPTQP

Date Modified:  20150818 13:59:57 
Date Created:  20150723 10:28:20 