The OPTMILP Procedure

The system option MEMSIZE sets a limit on the amount of memory used by the SAS System. If you do not specify a value for this option, then the SAS System sets a default memory limit. Your operating environment determines the actual size of the default memory limit, which is sufficient for many applications. However, to solve most realistic optimization problems, the OPTMILP procedure might require more memory. Increasing the memory limit can reduce the chance of an out-of-memory condition.

Note: The MEMSIZE system option is not available in some operating environments. See the documentation for your operating environment for more information.

You can specify -MEMSIZE 0 to indicate that all available memory should be used, but this setting should be used with caution. In most operating environments, it is better to specify an adequate amount of memory than to specify -MEMSIZE 0. For example, if you are running PROC OPTLP to solve LP problems with only a few hundred thousand variables and constraints, -MEMSIZE 500M might be sufficient to enable the procedure to run without an out-of-memory condition. When problems have millions of variables, -MEMSIZE 1000M or higher might be needed. These are "rules of thumb"—problems with atypical structure, density, or other characteristics can increase the optimizer’s memory requirements.

The MEMSIZE option can be specified at system invocation, on the SAS command line, or in a configuration file. The syntax is described in the SAS Companion for your operating environment.

To report a procedure’s memory consumption, you can use the FULLSTIMER option. The syntax is described in the SAS Companion for your operating environment.