What are the new features of LINGO16 software?

The release of LINGO 16 includes a range of performance enhancements and new features.

The functionally upgraded Simplex solver gives linear models faster processing speeds. The performance of the Simplex solver enhances the performance of large linear models. The processing of large models is 35% faster than using primal simplex and 20% higher than dual simplex.

New features of the integer solver

A new optimization mode was introduced to ensure the reproducibility of the operation. Quickly find the best alternative, the enhanced K-Best algorithm can quickly find multiple optimal K solutions, not just one solution. Use the new heuristic algorithm to quickly find solutions for knapsack constraints and block structure models. The new preprocessing level tightens the variable boundaries to better achieve the performance of the nonlinear model.

Better handling of multistage SP models which do not have full-recourse.

Extensions to the parser allow the use of arbitrarily complex functions of stochastic parameters.

Random solver function enhancement

With improved cut management, large linear multi-level SP instances with nested Benders decomposition are 60% faster.

Improve the speed of large linear multi-level SP instances by 60% by improving the cutting management of the Nested Benders Decomposition Method.

Better handle multi-level incomplete SP models.

The extension of the parser allows functions that use arbitrarily complex random parameters.

Improved Global Solver Improved Global Solver

Performance of Global solver has been dramatic improved on classes of quadratic problems. In particular, non-convex quadratic problems rejected by other solvers, or otherwise solvable only slowly to a local optimum by traditional NLP solvers. Can solve some previously intractable problems to global optimality , especially financial portfolio models with minimum buy quantities, and/or limit on number of instruments at nonzero level.

Incorporates a new bound tightening process to the linearization procedure and improves solvability of linearized model.

Dramatically faster, more robust performance on many models with functions like @MAX( ), @MIN( ), @ABS( ), x*z where z = 0 or 1, etc.

The performance of the Global solver in the quadratic problem has been greatly improved. In particular, non-convex quadratic problems that other solvers can't solve or deal with very slowly can solve some of the most difficult problems before, especially the minimum purchase amount of financial portfolio models, and the limited number of non-zero levels. instrument.

It also includes a new linearization process for the compression process, which improves the solvability of the linear model.

Significant speed and performance enhancements have been made on many models, such as @MAX( ), @MIN( ), @ABS( ), x*z where z = 0 or 1 and so on.

Native Macintosh and Linux Support

LINGO's user interface has been completely rewritten to offer native support for the Macintosh and Linux platforms.

Below is an image of the Mac version running a small nonlinear program.

Native Mac and Linux system support

LINGO's user interface has been completely rewritten to accommodate Mac and Linux systems.

The following is a schematic diagram of running a small non-linear program under the MAC version.

Matrix Functions: Matrix Function

There have been a number of new functions were added to LINGO for performing matrix operations.

Supported operations include: eigenvalues ​​and eigenvector computation, matrix determinant, Cholesky factorization, matrix inverse, and matrix transpose.

LINGO has added a series of new features for performing matrix operations.

Supported operations include: calculation of eigenvalues ​​and eigenvectors, matrix determinant, Churassky decomposition, inverse matrix, and matrix transpose

Linear Regression: Linear Regression

The new @REGRESS function for multiple linear learning has been added.

A new regression function has been added to handle multiple linear regression.

Other Improvements: Other Improvements

Tornado charts now supported.

Additional sorting capabilities, convenient for data preparation and solution reporting.

A new date function, @STM2YMDHMS, for converting LINGO's standard time values ​​into the equivalent calendar date and time.

Support for Tornado charts.

Added sorting capabilities to facilitate data preparation and solution reporting.

The new date function @STM2YMDHMS converts LINGO's standard time parameters to an equivalent calendar date and time.

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