Problem Note 56253: The QP solver might fail when a large optimization problem instance is specified
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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 1E-6. 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
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS/OR | 64-bit Enabled AIX | 13.2 | 13.2 | 9.4 TS1M2 | 9.4 TS1M0 |
| HP-UX IPF | 13.2 | 13.2 | 9.4 TS1M2 | 9.4 TS1M0 | ||
A fix for this issue for SAS Threaded Kernel Extensions for Operations Research 13.2_M1 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/U49.html#56253
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: | 2015-08-18 13:59:57 |
| Date Created: | 2015-07-23 10:28:20 |