I have a MILP problem to solve in SAS optmodel. After presolve, it has 500 variables, 1000 constraints, 18000 non-zero coefficients. Out of the 500 variables, most of them are binary, a few are integer and non-integer. I don't think this is a big problem but it's taking more than hours to solve. I wonder why this is so? Memory issue? I run the code in EG and a remote server. I used solve with milp/nodesel=1 inttol=1e-8; Because nodesel slightly speed up a little on smaller problems, and I need the integer to be very accurate.
... View more