Get up and running in 5 minutes with the BCW2011 liquidation problem from "A unified theory of tobin's q, corporate investment, financing, and risk management" by Bolton, Chen, and Wang (2011), Case I ...
N=512 achieves peak speedup of 10.46x at P=24 N=256 peaks at 2.88x with P=8 N=128 shows minimal speedup (max 1.19x at P=2) Larger problems scale better due to higher computation-to-communication ratio ...
If the SINGLE option is not used, PROC MODEL computes values that simultaneously satisfy the model equations for the variables named in the SOLVE statement. PROC MODEL provides three iterative methods ...