The NETFLOW Procedure

Syntax

The following new or updated options are available in the NETFLOW and RESET statements:

TOLTOTDINF=t

RTOLTOTDINF=t

specifies the allowed total amount of dual infeasibility. In the "Interior Point Algorithmic Details" section, the vector infeas_d is defined. If $\sum_{i=1}^n infeas_{d i} \leq$ t, the solution is deemed feasible. infeas_d is replaced by a zero vector, which makes computations faster. This option is the dual equivalent to the TOLTOTPINF= option. Valid values for t are between 1.0E-12 and 1.0E-1. The default is 1.0E-7.

TOLTOTPINF=t

RTOLTOTPINF=t

specifies the allowed total amount of primal infeasibility. This option is the dual equivalent to the TOLTOTDINF= option. In the "Interior Point: Upper Bounds" section, the vector infeas_b is defined. In the "Interior Point Algorithmic Details" section, the vector infeas_c is defined. If $\sum_{i=1}^n infeas_{b i} \leq$ t and $\sum_{i=1}^m infeas_{c i} \leq$ t, the solution is deemed feasible. infeas_b and infeas_c are replaced by a zero vector, which makes computations faster. Increasing the value of the TOLTOTPINF= option too much can lead to instability, but a modest increase can give the algorithm added flexibility and decrease the iteration count. Valid values for t are between 1.0E-12 and 1.0E-1. The default is 1.0E-7.

PRINTLEVEL2=p

is used when you want to see PROC NETFLOW's progress to the optimum. PROC NETFLOW will produce a table on the SAS log. A row of the table is generated during each iteration and may consist of values of

the affine step complementarity
the complementarity of the solution for the next iteration
the total bound infeasibility $\sum_{i=1}^n infeas_{b i}$ (see the infeas_b array in the "Interior Point: Upper Bounds" section)
the total constraint infeasibility $\sum_{i=1}^m infeas_{c i}$ (see the infeas_c array in the "Interior Point Algorithmic Details" section)
the total dual infeasibility $\sum_{i=1}^n infeas_{d i}$ (see the infeas_d array in the "Interior Point Algorithmic Details" section)

As optimization progresses, the values in all columns should converge to zero. If you specify PRINTLEVEL2=2, all columns will appear in the table. If PRINTLEVEL2=1 is specified, only the affine step complementarity, the complementarity of the solution for the next iteration, will appear. Some time is saved by not calculating the infeasibility values.

Interior Point Algorithm Options: Stopping Criteria

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