Linear and Nonlinear Optimization with PROC OPTLP and PROC OPTMODEL

In SAS/OR 13.1, the concurrent solve capability for linear and nonlinear optimization attains production status. You can specify this capability in the ALGORITHM=CONCURRENT option in the PROC OPTLP statement or in the SOLVE statement in PROC OPTMODEL. This feature executes all available solution algorithms in parallel, as permitted by the number of computational cores available. The first algorithm to finish returns its solution.