The ALGORITHM=CON option starts several different linear optimization algorithms in parallel in a shared-memory environment. The OPTLP procedure automatically determines which algorithms to run and how many threads to assign to each algorithm. If sufficient resources are available, the procedure runs all four standard algorithms. When the first algorithm ends, the procedure returns the results from that algorithm and terminates any other algorithms that are still running. If you specify a value of DETERMINISTIC for the PARALLELMODE= option in the PERFORMANCE statement, the algorithm for which the results are returned is not necessarily the one that finished first. The OPTLP procedure deterministically selects the algorithm for which the results are returned. Regardless of which mode (deterministic or nondeterministic) is in effect, terminating algorithms that are still running might take a significant amount of time.
During concurrent optimization, the procedure displays the iteration log for the dual simplex algorithm. See the section Iteration Log for the Primal and Dual Simplex Solvers for more information about this iteration log. Upon termination, the procedure displays the iteration log for the algorithm that finishes first, unless the dual simplex algorithm finishes first. If you specify LOGLEVEL=AGGRESSIVE, the OPTLP procedure displays the iteration logs for all algorithms that are run concurrently.
If you specify PRINTLEVEL=2 and ALGORITHM=CON, the OPTLP procedure produces an ODS table called ConcurrentSummary. This table contains a summary of the solution statuses of all algorithms that are run concurrently.