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.

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Operating System and Release Information

A fix for this issue for SAS Threaded Kernel Extensions for Operations Research 13.2_M1 is available at: