The OPTMODEL Procedure

The OPTMODEL procedure can take advantage of the multiple CPUs that are available in many computers. PROC OPTMODEL automatically uses multithreaded execution to divide problem generation among the multiple CPUs of the computer that is running the procedure. Hessian and Jacobian matrix evaluation is automatically parallelized across threads of execution on multiple CPUs. The COFOR statement enables solvers to concurrently execute in background threads on multiple CPUs, overlapping with PROC OPTMODEL statement processing. Parallel execution can decrease the amount of clock time required to perform a task, although the total CPU time required might increase.

Optimization solvers execute in the distributed computing environment when you specify the SESSREF= or SESSUUID= option. Distributed computing provides the most benefit when you can structure a computational process to include a large number of nontrivial subprocesses that can be executed independently. Solvers can run in the distributed computing environment by using one or more threads of a compute node. The COFOR statement allows concurrent processing by multiple solvers. Alternatively, some solvers can distribute their processing across multiple compute nodes.

When you do not request distributed computing, threaded processing is performed on the client. The NTHREADS= option controls the number of threads that are used for processing. When you do not specify the NTHREADS= option, threading in the OPTMODEL procedure is controlled by the following SAS system options:

Good performance is usually obtained with the default option settings (THREADS and CPUCOUNT=ACTUAL). See the option descriptions in SAS System Options: Reference for more details.

When distributed computing is used, the NTHREADS= option is ignored by problem generation because it is performed on the client. In this case, the maximum number of threads that are used for problem generation is based on the SAS CPUCOUNT= and THREADS options.

The NTHREADS= option and the SAS system options set the maximum number of threads. The number of threads that PROC OPTMODEL actually uses depends on the characteristics of the problem that is being solved and the requirements of the distributed computing environment. In particular, threading is not used when the problem is simple enough that threading offers no advantage.