Yes, I'm using PROC OPTMODEL. Below code is for a sample of 400K customers. The full dataset has 30MM customers.
Here's the code and I have attached the log file:-
proc optmodel;
/* declare sets and data indexed by sets */
set <string> Email;
set <string> Brand;
set <number> Custs;
num Circulation{Email};
num Priority{Email};
num Percentage{Brand};
num ExpectedSpend{Custs,Email,Brand};
/* declare the variable */
var Pick{Custs,Email} binary init 0;
/* maximize objective function (Total Spend) */
maximize TotalSpend = sum{i in Custs, j in Email, k in Brand} ExpectedSpend[i,j,k] * Pick[i,j] * Priority[j];
/* subject to constraints */
con CircLimit {j in Email} : sum {i in Custs} Pick[i,j] <= Circulation[j];
con indvMailconstraint {i in Custs}: sum {j in Email} Pick[i,j] = 1;
con brandSalesLimit {k in Brand}: sum {i in Custs, j in Email} ExpectedSpend[i,j,k] * Pick[i,j] * Priority[j] >= Percentage[k] * TotalSpend / 100;
/* abstract algebraic model that captures the structure of the */
/* optimization problem has been defined without referring */
/* to a single data constant */
/* populate model by reading in the specific data instance */
read data Email into Email=[Email] Circulation Priority;
read data Brand into Brand=[Brand] Percentage;
read data Customer into Custs=[Customer];
read data ExpSpend into [Customer Email Brand] ExpectedSpend[Customer, Email, Brand]=ExpSpend;
/* solve LP using primal simplex solver */
solve with lp / solver = primal_spx;
/* display solution */
print TotalSpend;
create data results.solution from [customer email]={Custs, Email} Assignment=Pick;
quit;
