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| The Sequential 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 SQP 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
- FAILED
solver failed to converge, possibly due to numerical issues
- OBJECTIVE
indicates the objective value obtained by the solver at termination.
- INFEASIBILITY
indicates the norm of the feasibility error at the solution.
- OPTIMALITY_ERROR
indicates the relative norm of the gradient of the Lagrangian function at the solution.
- COMPLEMENTARITY
indicates the norm of the complementarity error at the solution. See Solver’s Criteria for more information.
- ITERATIONS
indicates the number of iterations required to solve the problem.
- PRESOLVE_TIME
indicates the real time taken for preprocessing (seconds).
- SOLUTION_TIME
indicates the real time taken by the SQP solver to perform iterations for solving the problem (seconds).
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