Key Benefits of LINGO
- 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 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.
- 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.
- 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.
LINDO Systems is proud to introduce LINGO 12. The new release includes a powerful new feature to allow users to incorporate uncertainty into their optimization models. In addition, the new release has a number of solver performance enhancements.
All New Stochastic Programming (SP) Solver
The SP solver supports decision making under uncertainty through multistage stochastic models with recourse. The user expresses the uncertainty via distribution functions, either built-in or user-defined, and the stochastic solver will optimize the model to minimize the cost of the initial stage plus the expected value of recourse decisions over the planning horizon. Advanced sampling modes are also available to approximate stochastic parameters from parametric distributions.
Other features include:
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Available for modeling linear, nonlinear and integer stochastic programs (SP).
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Supports most standard distributions, e.g., Normal, Poisson, as well as user supplied.
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Full solutions for each of the possible scenarios are available at the scripting level, (calc sections) allowing for the creation of custom reports on variable values over the full range of scenarios.
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Ability to generate and display the underlying deterministic equivalent used to optimize SP models.
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Variance reduction with Latin-Hyper-Square sampling.
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Ability to generate statistically dependent samples based on Pearson, Spearman or Kendalls correlation measures.
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Pseudorandom number generator with long cycle length and excellent high dimensional uniformity.
Global Solver Improvements
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Significant improvements in exploiting quadratic expressions, making the global solver more efficient on non-convex quadratic models, as well as general nonlinear models with quadratic terms.
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Automatic recognition of second-order cone quadratic problems, such as Value-at-Risk models, allowing for dramatically faster solution times via the barrier solver.
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Reformulation capabilities that improve performance for a wide range of composite functions.
Integer Solver Improvements
Enhancements in the feasibility-pump heuristic to help find improved feasible solutions on many difficult problems.
Improved Performance on Models with Nested Loops
Loop optimization reformulates expressions containing nested set looping functions in order to make them more efficient, while maintaining mathematical equivalency. The end goal of loop optimization is to minimize the number of passes through the inner loop of any nested loops in an expression. Improvements in model generation times for some models can be dramatic.
Simplex Solver Improvements
Large linear models solve an average of 20% faster with the enhanced dual and primal simplex solvers.
More Flexibility in Solution Report Precision
LINGO's solution reports are no longer restricted to 7 significant digits when reporting numeric results. The user may now control the degree of precision, with anywhere from 1 to 17 significant digits.
New Scripting Function Capabilities
A number of calc section scripting functions were added or improved:
@GENDUAL generates the dual formulation of a linear program.
@FORMAT can now format output of strings, as well as numeric values.
@SMPS generates MPS format model files.
Variable Name Lengths Extended
Prior releases of LINGO had a limit of 32 characters on variable name lengths. This limit has been increased to 64 characters. |
