09-08-2015 10:46 PM
I am running proc optmodel using MILP solver on two different datasets (let's call them A & B) but more or less equivalent in terms of #variables, #integers, #constraints etc.
Surprisingly, A takes 16 min to converge, while B converges in negligible time (2-3 seconds). However, B seems to give correct output (I am also running Excel Analytic Solver Platform for the same problem, and results more or less match with that of SAS/OR).
The code for A & B are exactly same.
Any help will be greatly appreciated.
09-09-2015 09:13 AM
09-10-2015 05:26 AM
Thanks a lot for the reply. Unfortunately, I cannot share the code/data due to confidentiality issues. Is there a way in proc optmodel to diagnose which particular variable eats up more time?
09-10-2015 03:59 PM
In SAS/OR 14.1 (just released in July), PROC OPTMODEL has a new PROFILE statement that shows execution time for each statement:
But it sounds like you are looking for detailed information about the solver execution invoked by the SOLVE statement, and the best source for that is the node log:
Can you share that? And can you share the MILP formulation?