As a post-script, I now have a Marketing Optimization R-Script which solves my demo problem in about a minute on my home PC. http://home.comcast.net/~raagnew/Downloads/mktg_opt.R
PROC NLP is not under active development, It belongs to legacy procs. Please try the new NLP algorithms (Interior Point or Active Set) through PROC OPTMODEL. You can find more information about new NLP algorithms & OPTMODEL here
http://support.sas.com/documentation/cdl/en/ormpug/63975/HTML/default/viewer.htm#nlpsolver_toc.htm
thanks,
Yan
Updated website www.raagnew.com
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