LINGO
Optimization Modeling Software for Linear, Nonlinear, and Integer Programming
OVERVIEW
LINGO is a comprehensive tool designed to make building and solving Linear, Nonlinear (convex & nonconvex/Global), Quadratic, Quadratically Constrained, Second Order Cone, Semi-Definite, Stochastic, and Integer optimization models faster, easier and more efficient.
LINGO provides a completely integrated package that includes a powerful language for expressing optimization models, a full featured environment for building and editing problems, and a set of fast built-in solvers.
LINGO combines a full featured modeling environment with a set of solvers for linear, integer, and nonlinear models. Beginning modelers will appreciate the easy, natural style of model expression and the comfortable Windows interface. Power modelers will love the option to use the advanced modeling language, library of mathematical functions, and the ability to read data from spreadsheets, databases, and external files. LINGO even comes with a DLL, which can be called from your own application.
Release 19 of LINGO includes a wide range of performance enhancements and new features:
LINGO - NEW FEATURES
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.
Order of Magnitude Faster on Long Skinny Linear Models Enhancements to the Simplex Solvers allow significantly faster solution of linear models with many times more variables than constraints.
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.
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.
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.
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.
Feature Enhancements
Expanded capabilities for the All Different constraint type.
New feature to delete all members of a derived set.
There is a new function for building interactive applications that allows you to prompt the user for input at runtime.
More efficient use of user supplied starting point information for faster solution of integer models.
New features to facilitate building and debugging LINGO models embedded in Excel workbooks.
More efficient storage of Stochastic Programming scenarios allowing the solution of significantly larger stochastic models.
BENEFITS
- LINGO will help you cut your development time. It lets you formulate your linear, nonlinear and integer problems quickly in a highly readable form. LINGO's modeling language allows you to express models in a straightforward intuitive manner using summations and subscripted variables -- much like you would with pencil and paper. Models are easier to build, easier to understand, and, therefore, easier to maintain. LINGO can exploit multiple CPU cores for faster model generation.
- LINGO takes the time and hassle out of managing your data. It allows you to build models that pull information directly from databases and spreadsheets. Similarly, LINGO can output solution information right into a database or spreadsheet making it easier for you to generate reports in the application of your choice.
- LINGO is available with a comprehensive set of fast, built-in solvers for Linear, Nonlinear (convex & nonconvex/Global), Quadratic, Quadratically Constrained, Second Order Cone, Stochastic, and Integer optimization. You never have to specify or load a separate solver, because LINGO reads your formulation and automatically selects the appropriate one.
Model Interactively or Create Turn-key Applications
- You can build and solve models within LINGO, or you can call LINGO directly from an application you have written. For developing models interactively, LINGO provides a complete modeling environment to build, solve, and analyze your models. For building turn-key solutions, LINGO comes with callable DLL and OLE interfaces that can be called from user written applications. LINGO can also be called directly from an Excel macro or database application.
Extensive Documentation and Help
- LINGO provides all of the tools you will need to get up and running quickly. You get the LINGO User Manual (in printed form and available via the online Help), which fully describes the commands and features of the program. Also included with super versions and larger is a copy of Optimization Modeling with LINGO, a comprehensive modeling text discussing all major classes of linear, integer and nonlinear optimization problems. LINGO also comes with dozens of real-world based examples for you to modify and expand.