Highlights of Enhancements in SAS/OR 12.3

In SAS/OR 12.3, two important distributed-computing features become production: the option tuner for the OPTMILP procedure and the nonlinear optimization multistart algorithm for the NLP solver. The option tuner helps determine the most productive combinations of option settings for the OPTMILP procedure, and the NLP multistart algorithm is instrumental in addressing nonconvex nonlinear optimization problems.

SAS/OR 12.3 also adds the OPTLSO procedure, which performs parallel hybrid derivative-free optimization for optimization problems in which any or all of the functions involved can be nonsmooth, discontinuous, or computationally expensive to evaluate directly. The OPTLSO procedure permits both continuous and integer decision variables, and can operate in single-machine mode or distributed mode.

Note: Distributed mode requires SAS High-Performance Optimization.