LINGO 14.0 - Optimization Modeling Software for Linear, Nonlinear, and Integer Programming

An Overview of LINGO

LINGO is a comprehensive tool designed to make building and solving Linear, Nonlinear (convex & nonconvex/Global), Quadratic, Quadratically Constrained, Second Order Cone, 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. The recently released LINGO 12.0 includes a number of significant enhancements and new features.

Key Benefits of LINGO

Easy Model Expression: 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.

Convenient Data Options: 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.

Powerful Solvers: 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.

LINGO 13.0 Enhancements :-

LINGO 13.0 includes expanded and enhanced capabilities for handling optimization models with

uncertainty, a number of solver performance enhancements, and improved charting capabilities.

Support of Chance-Constrained Programs:

In chance-constrained programming (CCP), one or more sets of constraints are allowed to be

violated with a specified probability. CCP is useful when certain resources or demands are

random. A solution that satisfies all possible outcomes can be prohibitively expensive, or even

impossible. Allowing certain constraints to be violated with low probability can be a reasonable

and practical strategy.

Stochastic Solver Improvements:

Improved warm-start in solving multistage SPs.

Improved method to induce correlations among stochastic parameters.

New Probability Distributions:

Over 65 new functions related to the PDF, CDF and inverse CDF of probability distributions.

MIP Solver Improvements:

Significant improvements in root node heuristics for quickly finding good, integer-

feasible solutions.

Improved identification of special structures in certain classes of models, as in multi-

period models, and the ability to exploit this structure to achieve significant reductions in

solve times.

Specify Variable Branching Priority:

You may now use the @PRIORITY function to specify a branching priority for integer variables.

Global Solver Improvements:

Improved heuristics for finding a good, feasible solution quickly.

Constraints may now be flagged as being convex, in cases where the constraint's

complexity makes it impossible for the global solver to automatically determine

convexity. This speeds the proof of global optimality.

Improved ability to identify constraints that can be reformulated as conic (i.e., second-

order cone) constraints and thus be solved by the faster conic solver.

Improved ability for efficiently handling polynomial terms.

Improved bounds for non-convex quadratic terms using SDP and eigenvalue

reformulations.

Improved Charting Feature: The charting capability has been extensively

updated:

In addition to bar, line and pie charts, LINGO now supports the following chart types:

bubble, contour, curve, histogram, radar, scatter and surface.

Multiple attributes may be displayed in a single chart, with each drawn in a different

color.

Charts may be displayed in either two or three dimensions.

Use sets from a model to label axes and/or legends.

Display charts programmatically from LINGO's scripting language using the @CHART

command.

Permuted Matrix Displays:

You may now choose to have a model's underlying matrix displayed in permuted format, where

the rows and columns are automatically permuted to place the matrix into mostly lower-

triangular form. If a matrix is mostly lower triangular, then, in general, the model should prove

easier to solve. This is opposed to a model that contains a high degree of simultaneity that can't

be permuted into lower triangular form.

New LINGO Programming Interface Functions:

The LINGO API supports new function calls for retrieving variable values on the fly in the

callback function, as well as a function to load a license directly from a string. Improved Model

Encryption:

In the past, LINGO has allowed API users to encrypt a model using the HIDE command. The

encryption algorithm has been significantly strengthened, and encrypted model fragments may

also be merged into a single model at runtime.

More File Types Supported/MPI Translator:

Models stored in LINDO System's low level MPI format may now be loaded into LINGO and

automatically translated into high level LINGO syntax.

LINGO Solver Capabilities

Version

Base Non-Linear Global

Linear Models Non-Linear Variables

Multistart NL Variables

Global Solver NL Variables Constraints Variables Integers

Super

1,000

2,000 200 200 200 10

Hyper

4,000

8,000 800 800 800 20

Industrial

16,000

32,000

3,200

3,200

3,200 50

Extended Unrestricted Unrestricted Unrestricted Unrestricted Unrestricted Unrestricted

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