LINGO 11.0
Whats New in version 11.0
Simplex Solver Improvements
- Large linear models solve an average of 80% faster using the newly enhanced dual and primal simplex solvers
- The new release includes several enhancements to the sparse LU decomposition routines and the addition of advanced basis repairing techniques
- Relative to earlier releases, the Simplex solvers offer improved handling of numerically difficult problems
- Improvements in the dual simplex method, allowing branches to be processed quicker
- Better handling of numerically difficult linear and integer models
MIP Solver Improvements
- The MIP solver is on average, 40% faster for a wide range of integer models
- An advanced implementation of Feasibility Pump heuristic speeds the finding of feasible solutions on many difficult problems
- An advanced implementation of the Relaxation Induced Neighborhood Search (RINS) technique finds improved integer solutions faster
- General and local branching strategies have been improved to exploit model structure
- Rounding techniques have been expanded to exploit a wider range of constraint structures
- Performance for probing the branch-and-bound tree has been improved
- Cut management has been improved
Global Solver Improvements
The global solver includes a number of enhancements for solving non-convex, nonlinear models to global optimality:
- New discrete space constraint propagation and convex-cut generation improve performance on nonlinear models with integer variables and/or non-smooth functions
- A multi-formulation capability improves bounding performance and enhances tractability
Barrier Solver Improvements
- The barrier method solves large-scale linear and quadratic models 20% faster on average
- Improved handling of numerically difficult models
Nonlinear Solver Improvements
- On average, the nonlinear solver is 25% faster on highly nonlinear and complex models
- An efficient implementation of Algebraic Second Order Derivatives has resulted in improved speed and solution precision
Solve Linear Programs in Multiple Cores
When solving linear programs on a multi-core machine, users can specify two or more of LINGO's four different LP solvers to run parallel on different cores.
K-Best MIP Solver
LINGO's new K-Best MIP solver will return K best solutions for integer models, where K is a user controlled parameter. Users may then scroll through the solutions, examine them, and select the one of most interest.
Generate and Display Dual Formulations
Users may now generate the dual formulation of a linear programming model with the Generate Dual command.
Support of Semicontinuous Variables
LINGO now allows you to set semi-continuous variables directly with the @SEMIC statement.
Support of SOS (Special Ordered Sets) Variables of Type 1, 2 and 3
Users may now specify binary variables sets of type SOS1 (at most one nonzero), SOS2 (at most two nonzero and adjacent) and SOS3 (sum of variables must equal to 1). The cardinality feature allows users to specify sets of variables where, at most, k variables can be nonzero. These functions allow the MIP solver to handle models more efficiently and cuts down on the number of constraints required.
Access Excel, Databases and Text Files in Calc Sections
In prior releases, LINGO was only able to access external data sources using static links in the Data sections of models. The @OLE, @ODBC, @TEXT and @POINTER functions are now available, allowing users to dynamically build links for importing and exporting data. These import/export functions may also be placed in a loop, which is useful for solving multiple instances of a model in a loop. The @RANK sorting function may be used to efficiently sorts vectors and return the ranks of their members in a separate vector.
Support of Additional Trigonometric Functions
Support of the following trigonometric functions has been added: ACOS, ASIN, ATAN, ATAN2, COSH, SINH, TANH, ASINH, ACOSH, and ATANH. These functions are fully supported by the global solver.
Help System Updated to HTML for Windows Vista Compatibility
LINGO's online help files have been updated to HTML for native support in Windows Vista.
ASP.NET Programming Example
An example illustrating how to call LINGO from ASP.NET is now included.