Mixed Integer Linear Optimization with PROC OPTMILP and PROC OPTMODEL

In SAS/OR 13.1, the mixed integer linear programming (MILP) solver adds the (experimental) ability to execute the branch-and-cut solution algorithm in parallel on multiple computational cores in single-machine mode. To enable parallel processing of the branch-and-cut algorithm, you need to specify the PARALLEL=1 option in the PROC OPTMILP statement or in the SOLVE statement in PROC OPTMODEL.