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| The Quadratic Programming Solver |
| Macro Variable _OROPTMODEL_ |
The OPTMODEL procedure always creates and initializes a SAS macro called _OROPTMODEL_. This variable contains a character string. After each PROC OROPTMODEL run, you can examine this macro by specifying %put &_OROPTMODEL_; and check the execution of the most recently invoked solver from the value of the macro variable. The various terms of the variable after the QP solver is called are interpreted as follows.
- STATUS
indicates the solver status at termination. It can take one of the following values:
- OK
solver terminated normally
- SYNTAX_ERROR
incorrect use of syntax
- DATA_ERROR
inconsistent input data
- OUT_OF_MEMORY
insufficient memory allocated to the procedure
- IO_ERROR
problem in reading or writing of data
- SEMANTIC_ERROR
evaluation error, such as an invalid operand type
- ERROR
status that cannot be classified into any of the preceding categories
- SOLUTION_STATUS
indicates the solution status at termination. It can take one of the following values:
- OPTIMAL
solution is optimal
- CONDITIONAL_OPTIMAL
optimality of the solution cannot be proven
- INFEASIBLE
problem is infeasible
- UNBOUNDED
problem is unbounded
- INFEASIBLE_OR_UNBOUNDED
problem is infeasible or unbounded
- BAD_PROBLEM_TYPE
problem type is unsupported by solver
- ITERATION_LIMIT_REACHED
maximum allowable iterations reached
- TIME_LIMIT_REACHED
solver reached its execution time limit
- FUNCTION_CALL_LIMIT_REACHED
solver reached its limit on function evaluations
- FAILED
solver failed to converge, possibly due to numerical issues
- OBJECTIVE
indicates the objective value obtained by the solver at termination.
- PRIMAL_INFEASIBILITY
indicates the (relative) infeasibility of the primal constraints at the solution. See the section Interior Point Algorithm: Overview for details.
- DUAL_INFEASIBILITY
indicates the (relative) infeasibility of the dual constraints at the solution. See the section Interior Point Algorithm: Overview for details.
- BOUND_INFEASIBILITY
indicates the (relative) violation of the optimal solution over the lower and upper bounds. See the section Interior Point Algorithm: Overview for details.
- DUALITY_GAP
indicates the (relative) duality gap. See the section Interior Point Algorithm: Overview for details.
- COMPLEMENTARITY
indicates the (absolute) complementarity at the solution. See the section Interior Point Algorithm: Overview for details.
- ITERATIONS
indicates the number of iterations required to solve the problem.
- PRESOLVE_TIME
indicates the time for preprocessing (seconds).
- SOLUTION_TIME
indicates the time taken by the interior point algorithm to perform iterations for solving the problem (seconds).
Note: This procedure is experimental.
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