I'm considering buying SAS/OR for optimization along with SAS/ETS for forecasting and multiple linear regression. I'm interested in any advice or feedback regarding those products.
Can anyone offer Pros and Cons?
Does anyone have benchmarks comparing SAS/OR to CPLEX for solving linear programs? What about other solvers?
For solving linear programs, SAS/OR is comparable with Cplex. SAS/OR has solvers to solve nonlinear programs, while Cplex does not have. As to mixed integer linear programs, SAS/OR works quite well generally.
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