I run a program using nonlinear programming (NLP) in IML but find that it is much slower than what I run in SAS/OR. How can I speed up the process? Are the results the same if I use the default parameter settings? Thanks
SAS/IML and SAS/OR currently use different algorithms for NLP, so in this case one may be more efficient than the other. There are a number of different options you can try in IML, and you might contact Technical Support for more detailed assistance. Also, if you have Stat Studio or IML Workshop installed, you can submit SAS code to run the SAS/OR procedures from within your IML program. In a future release we do plan to allow access to the SAS/OR solvers from within IML.