The Quadratic Programming Solver

specifies that the printing of the solution progress to the iteration log is to occur after every k iterations. The print frequency, k, is an integer between zero and the largest four-byte signed integer, which is .

The value k = 0 disables the printing of the progress of the solution. The default value of this option is 1.

specifies the maximum number of iterations. The value k can be any integer between one and the largest four-byte signed integer, which is . If you do not specify this option, the procedure does not stop based on the number of iterations performed.

specifies an upper limit of t units of time for the optimization process, including problem generation time and solution time. The value of the TIMETYPE= option determines the type of units used. If you do not specify the MAXTIME= option, the solver does not stop based on the amount of time elapsed. The value of t can be any positive number; the default value is the positive number that has the largest absolute value that can be represented in your operating environment.

specifies one of the following presolve options:

You can specify the PRESOLVER= value either by a character-valued option or by an integer. The default option is AUTOMATIC.

specifies the desired relative duality gap, [1E–9, 1E–4]. This is the relative difference between the primal and dual objective function values and is the primary solution quality parameter. The default value is 1E–6. See the section Interior Point Algorithm: Overview for details.

specifies the maximum allowed relative dual constraints violation, [1E–9, 1E–4]. The default value is 1E–6. See the section Interior Point Algorithm: Overview for details.

specifies the maximum allowed relative bound and primal constraints violation, [1E–9, 1E–4]. The default value is 1E–6. See the section Interior Point Algorithm: Overview for details.

specifies the units of time used by the MAXTIME= option and reported by the PRESOLVE_TIME and SOLUTION_TIME terms in the _OROPTMODEL_ macro variable. Table 10.2 describes the valid values of the TIMETYPE= option.

The “Optimization Statistics” table, an output of the OPTMODEL procedure if you specify PRINTLEVEL=2 in the PROC OPTMODEL statement, also includes the same time units for Presolver Time and Solver Time. The other times (such as Problem Generation Time) in the “Optimization Statistics” table are also in the same units.

The default value of the TIMETYPE= option depends on epends on the value of the NTHREADS= option in the PERFORMANCE statement of the OPTMODEL procedure. Table 10.3 describes the detailed logic for determining the default; the first context in the table that applies determines the default value. For more information about the NTHREADS= option, see the section PERFORMANCE Statement in Chapter 4: Shared Concepts and Topics.