Hi All.   We have some old code that is now running into memory issues.  I need to move it to PROC OPTMODEL in SAS 9.4 for Windows  ... something I have wanted to do for ages.   Now, I am thankfully being forced.  The code is pretty simple:   proc nlp data=singlerow tech=QUANEW update=DDFP lis=5 maxfu=5000 maxit=50000 out=solution noprint;   array s[&n] s1-s&n; array r[&n] r1-r&n; array c[&n] c1-c&n; array x[&n] x1-x&n; array y[&n] y1-y&n;   max ty; parms c1-c&n=1; bounds 0.8<=c1-c&n<=1.2; nlincon tx=10000;   do i=1 to &n;   x[i]=s[i]*c[i]; y[i]=x[i]*r[i];   end;   ts=sum(of s1-s&n); tx=sum(of x1-x&n); ty=sum(of y1-y&n);   run;   Basically, we are shift the allocation "s" spend for a number of different investments based on their "r" immediate rate of return.  The input data "singlerow" is actually just one row of s1-s&n and r1-r&n.  The &n that is killing PROC NLP is currently 5000 different investments.   The goal is to get a "c"  change to each spend.  There is a change limit of +/-20% and the total "budget" must be $10,000.   Does anybody have a quick translation to PROC OPTMODEL that I can use to learn?    Thanks in advance!   Will    ... View more