Feature List - Optimization Modeling Tools
LINDO API 6.0 includes new features to allow users to incorporate uncertainty into their optimization models as well as solver enhancements to the Linear, Integer and Global solvers.
New Stochastic Programming Option
New features allow modeling and optimization for models with uncertain elements via multistage stochastic linear, nonlinear and integer stochastic programming (SP). Benders decomposition is used for solving large linear SP models. Deterministic equivalent method is used for solving nonlinear and integer SP models. Support is available for over 20 distribution types (discrete or continuous). User defined functions are allowed via call-backs. Customized sampling scenarios via the statistical sampling API.
Statistical Sampling API
Extensive API functions to sample directly from various statistical distributions. Variance reduction with Latin-Hyper-Cube and Anti-thetic variates sampling. Generation of correlated samples via Pearson, Spearman, or Kendall correlation measures. Pseudo random uniform generation via a choice of three different generators.
Faster Linear Solvers
Large linear models solve an average of 20% faster with improved Primal and Dual Simplex solvers.
Substantial Integer Solver Improvements
The Integer Solver is an average of 50% faster on a broad range of integer models. Substantial improvements have been made to all heuristics for finding close to optimal solutions quickly. There have also been significant improvements in cut generation for certain types of special model structures.
Global Solver Improvements
The Global Solver has seen significant improvement in the handling of nonlinear models with quadratic terms, especially non-convex quadratic expressions.
The new release includes significant speed and reliability improvements to all the major solvers as well as a number of other enhancements.
Large linear models solve an average of 80% faster using the newly enhanced Dual and Primal Simplex solvers. The Simplex solvers provide improved handling of numerically difficult problems.
The Barrier method solves large scale models an average of 20% faster. Enhancements have boosted performance on linear and quadratic problems and improved handling of numerically difficult models.
The Integer solver is an average of 40% faster on a wide range of integer models. Good solutions to difficult integer programs are found more quickly.
The general Nonlinear Solver is an average of 25% faster on highly nonlinear and complex models.
The Global solver includes a number of enhancements for solving nonconvex nonlinear models to global optimality. Additional enhancements improve performance on nonlinear problems with integer variables and/or non-smooth functions.
The new release can take advantage of multi-core machines to determine the best solver for linear programming models. Users can assign different cores to run different solvers in parallel, and LINGO will return the solution from the first solver to finish.
A new feature allows LINGO to return a list of the best solutions to integer models. The user can scroll through the solutions, examine them, and select the one of most interest based on the value of a trade off variable.
Support has been added for semi-continuous variables and Special Ordered Sets (SOS). Semi-continuous variables can take a value of 0 or lie within some non-negative range.SOS are sets of binary variables that are of type SOS1 (at most one nonzero), SOS2 (at most two nonzero and adjacent) and SOS3 (variables must sum to 1).
The most powerful optimization add-in for Excel is now even stronger. Thousands of users have found the ease and flexibility of the Excel coupled with the industrial grade solvers in What'sBest! to be the perfect combination for their optimization modeling. And with this new release, What'sBest! just got better.
New Stochastic Programming Option
Incorporate risk into multi-stage optimization models, maximize expected profit, and summarize results in histograms showing the distribution of possible profit, etc. This new option allows modeling and optimization for models with uncertain elements via multistage stochastic linear, nonlinear and integer stochastic programming (SP). Benders decomposition is used for solving large linear SP models. Deterministic equivalent method is used for solving nonlinear and integer SP models. Support is available for over 20 distribution types (discrete or continuous).
Statistical Sampling
Sample directly from various statistical distributions. Variance reduction with Latin-Hyper-Cube and Anti-thetic variates sampling. Generation of correlated samples via Pearson, Spearman, or Kendall correlation measures. Pseudo random uniform generation via a choice of three different generators.
Faster Linear Solvers
Large linear models solve an average of 20% faster with improved Primal and Dual Simplex solvers.
Substantial Integer Solver Improvements
The Integer Solver is an average of 50% faster on a broad range of integer models. Substantial improvements have been made to all heuristics for finding close to optimal solutions quickly. There have also been significant improvements in cut generation for certain types of special model structures.
Global Solver Improvements
Find the best solution to those challenging, nonconvex, nonlinear problems such as in engineering design.
Support of Excel version 2007's Expanded Number of Rows and Columns
What'sBest! models can be laid out over a larger area to take advantage of the increased rows and columns in Excel 2007. The maximum number of rows and columns are 16384 columns and 1048576 rows.
List Best Solutions to Integer Models
A new feature allows What'sBest! to return a list of the best solutions to integer models. The user can scroll through the solutions, examine them, and select the one of most interest based on the value of a tradeoff variable.
Support for Semi-continuous Variables and Special Ordered Sets
Easily specify piecewise linear functions such as in quantity discount purchasing. Semi-continuous variables can take a value of 0 or lie within some non-negative range. Special Ordered Sets (SOS) are sets of binary variables that are of type SOS1 (at most one nonzero), SOS2 (at most two nonzero and adjacent) and SOS3 (variables must sum to 1).
Cardinality Constraints
Efficiently represent multiple choice, k out of n decisions.
K-Best Solutions
Quickly view a number of optimal and near optimal solutions in multi-criteria decision-making.
Smarter Recognition of Quadratic Expressions
Get much faster solution times for wide range of portfolio-like problems such as Value-at-Risk.
New Multiple Language Support
The user can specify the language for the What'sBest! menu and error messages to be English, French or Chinese.
Solver Suite
Day in and day out, LINDO systems optimizers provide critical answers to thousands of businesses around the world. Now, our three most popular packages have been bundled together to give you the most powerful and comprehensive set of tools for learning and applying mathematical programming.
LINDO API - Premier Optimization Engine
The Optimization Standard LINDO has been consistently chosen as the most popular modeling and optimization software for both instruction and research. It is our most traditional package for solving linear, integer and quadratic optimization models. Models are expressed in a simple, straight forward equation style. LINDO offers a comprehensive set of tools for studying the inner working of the revised Simplex Method, as well as advanced features for goal programming and parametric analysis.
LINGO Modeling Environment and Solver
Modeling Environment and Solver LINGO combines a full featured modeling environment with a set of solvers for linear, integer, and nonlinear models. Beginning models will appreciate the easy, natural style of model expression and the comfortable windows interface. Power modelers will love the option to use the advance modeling language, library of mathematical functions, & the ability to read data from external files and spreadsheet.
What's Best! - The Spreadsheet Solver
What'sBest! solves linear, nonlinear, and integer models in today's most popular tool for modeling business problems--the spreadsheet. What'sBest! is a natural extension of Microsoft Excel, allowing spreadsheet users to begin optimization modeling almost immediately. Models are easy to build and understand in a free form layout using standard spreadsheet equations.



