The OPTLSO procedure uses local and global search methods to solve optimization problems without making any simplifying assumptions about the nature or the behavior of the objective or constraint functions. In SAS/OR 13.1, PROC OPTLSO adds the ability to specify more than one objective by using the OBJECTIVE= option in the PROC OPTLSO statement. For multiple objectives, PROC OPTLSO returns a set of Pareto-optimal points, which constitute an efficient frontier. This feature expands the range of problems that can be addressed with PROC OPTLSO and enables you to explore the trade-offs that can exist between your identified objective functions. The definition of the Pareto-optimal set is always based on the values of the objective functions; it also includes feasibility considerations when constraints are present. You can limit the size of this set by specifying a value for the PARETOMAX= option in the PROC OPTLSO statement.