Proc Optmodel Error: NLP solver does not allow integer variables

[candlerb]

When I add that I don't get the error message anymore, but the results are not expected in that optimal ROE is negative and my constraint isn't holding that X for a segment must equal 1.  I'm guessing it's because we have the outdated version here.

[RobPratt]

Yes, the hidden version before 15.1 does not respect the constraints.