LINDO - API

Order of Magnitude Faster on Long Skinny LPs

Enhancements to the Simplex Solvers allow significantly faster solution of linear models with many times more variables than constraints.

Faster When Simultaneously Solving an LP Using Different Solvers

An improved feature allows users to concurrently run the Primal Simplex, Dual Simplex, and Barrier solver each on a separate core. This ensures the solution in the shortest time regardless of which solver is fastest.

Integer Solver Improvements

Better performance on many integer models has been achieved through improved selection of default settings for cut generation and solution heuristics.

Enhancements to the Quadratic/Conic Solvers

Models with ex and xk terms are solved faster -- so called Barrier Solver exponential and power cones.

New Parameter Tuning Tool

The Parameter Tuning Tool helps determine the best parameter configurations for all model types (LP, MIP, NLP, and Stochastic) by performing several runs on a given set of models. Users can preselect the paraments to be adjusted or let LINDO API select them.

Added Support for Multiple Objective Optimization

For linear models, users can provide a prioritized list of objective functions, and LINDO API will perform Lexico/Pre-emptive priority optimization.

Numerous Global Solver Enhancements

• Improved recognition and exploitation of convexity of various composite functions.

• Improved performance for models with convex-concave functions.

• Models with ratio/fractional objective, including MIP, solve an order of magnitude faster.

• Substantial speed improvements on Non-convex Quadratically Constrained Quadratic Programs.

Better Performance on Linear Models with Improved Simplex Solvers
Enhancements to the Simplex solvers boost speed on linear models. Models solve an average of 18% faster using primal simplex and 15% faster for dual simplex.

Significantly Faster on Large Quadratic Models
Improvements in handling large quadratic matrices, e.g. 1000 x 1000, provide substantial performance improvement solving financial portfolio and other quadratic models.

Improved Handling of Models with Discontinuous Functions
Models that use discontinuous functions such as MOD(x,k), INT(x), ROUND(x), can be solved more quickly.

Faster When Simultaneously Solving LPs Using Different Solvers
In situations in which it may be difficult to predict whether the Primal, Dual or Barrier Solver will provide the fastest solution to a linear model, an improved Multi-Core feature allows you to assign each solver to a separate core and run them concurrently. So, you are ensured the solution in the shortest time regardless of which solver is fastest.

Multi-Start NLP Solver Now Supports a Target Value
Users can specify a target value for the objective function. As soon as any multi-start thread achieves a specified target all threads stop.

New Engineering Design Functions Added
Support has been added for new arithmetic functions, SIGNPOWER, LMTD, RLMTD, that can be useful in various engineering design, e.g., nonlinear network and heat exchanger models.

• Fast, Easy Application Development

- The LINDO API makes it easy for you to seamlessly integrate optimization into your own application. The developer interface has been designed for maximum ease-of-use and flexibility. It comes with clear, comprehensive documentation and examples to help you get running quickly.

• Powerful Solvers

- LINDO API provides you with an arsenal of powerful solvers for Stochastic, Linear, Nonlinear (convex & nonconvex/Global), Quadratic, Quadratically Constrained, Second Order Cone and Integer optimization. All solvers incorporate numerous enhancements for maximum speed and robustness.

• Stochastic Programming Features

- LINDO Systems has begun shipping a new release of LINDO API that includes new features to allow users to incorporate uncertainty into their optimization models.

• Comprehensive Set of Routines

- Whether your application is big or small, simple or complex, the LINDO API provides the flexibility and functionality that you'll need. It includes dozens of routines to formulate, solve, query, and modify your problems.

• Convenient Interface to MATLAB

- The Windows 32 bit and 64 bit versions of LINDO API can be run as a MATLAB callable function. Using MATLAB 's modeling and programming environment, you can build and solve models and create custom algorithms based upon the LINDO API's routines and solvers.

• Extensive Documentation and Help

- LINDO API provides all of the tools you will need to get up and running quickly. You get the LINDO API User Manual (in printed form and available online in pdf format) that includes detailed function definitions for all routines. Also included in the manual is a discussion to assist you in writing your own applications.

• Analyze Infeasible and Unbounded Models

- LINDO API includes tools that allow you to track down what has caused a model to be infeasible or unbounded. The tools isolate a portion of the original model as the source of the problem. This allows you to focus your attention on a relatively small subsection of the model to look for formulation or data entry errors. On infeasible linear, nonlinear, quadratic and integer models, the tools can find an irreducibly inconsistent set of constraints (IIS), and on unbounded models, the tools can find an irreducibly unbounded set of columns (IUS).

• Create Web and Intranet Applications

- The LINDO API is thread safe to allow you to create web and network applications that handle multiple user sessions concurrently. Web and network applications require special licensing. Contact LINDO Systems for more information.

• Model Size Flexibility

- Why pay for more capacity than you need? The LINDO API is available in a variety of different capacities. The capacities range from a few hundred variables to versions with unlimited capacity, so you can select the product that best suits your needs for a particular problem.