The Quadratic Programming Solver
Table 10.1 summarizes the list of options available for the SOLVE WITH QP statement, classified by function.
Table 10.1: Options for the QP Solver
|
Description |
Option |
|---|---|
|
Control Options |
|
|
Specifies the frequency of printing solution progress |
|
|
Specifies the maximum number of iterations |
|
|
Specifies the time limit for the optimization process |
|
|
Specifies the type of presolve |
|
|
Interior Point Algorithm Options |
|
|
Specifies the stopping criterion based on duality gap |
|
|
Specifies the stopping criterion based on dual infeasibility |
|
|
Specifies the stopping criterion based on primal infeasibility |
|
|
Specifies units of CPU time or real time |