The optmodel code is fairly extensive (over 10k lines) and there are 20+ datasets, both of which I couldn't share on a public forum - was hoping there was maybe something common conceptually to try or options to look at. I'm using solve with nlp. Or let me know if there's another way to handle this without posting the full logic. Appreciate it!
That number of lines is quite unusual, and I suspect that you aren't exploiting the full capabilities of PROC OPTMODEL, which provides a very expressive modeling language that typically requires at most hundreds of lines even for complicated user-customized algorithms that call multiple solvers. It is hard to recommend anything specific without seeing more detail. Perhaps it would be best to submit your code and log to technical support, and I'll take a look.
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