A faster, more powerful release of LINGO has recently begun shipping. LINGO 10 includes a number of new features that extend the functionality of the modeling language as well as several enhancements that boost the speed of the underlying solvers.

An extension to LINGO’s modeling language allows users to easily solve a series of related models. You can solve one or more models in a loop, with model solutions being fed to subsequent models as input. LINGO includes examples of using this capability to find the efficient frontier of a portfolio model, solve a cutting stock model using column generation, and solving a traveling salesman problem.

Enhancements have made the Dual Simplex solver 40% faster on linear models than previous releases.

Broad classes of integer programming models solve significantly faster. Improvements in the Integer solver include a faster presolver, enhancements to exploit Special Ordered Sets and Semi-continuous variables, and improvements in the cut generation strategies to reduce the branch-and-bound size.

The Global Solver, for non-convex nonlinear models, includes a number of enhancements that make it faster and more robust. The branching strategies used by the Global Solver have been improved - especially on mixed integer nonlinear models. The algebraic reformulation has been improved to tighten the convex relaxation and improve tractability. The presolver for the Global Solver has been enhanced to more quickly find good, feasible solutions. The Global Solver supports several new mathematical functions.

The Nonlinear solver includes a new option to compute second-order derivatives analytically, and first order derivative calculations are now done faster.

LINGO 9.0 included tools for helping pinpoint portions of a linear model that cause it to be infeasible. For release 10.0, this infeasibility analysis has been expanded to also support the full range of model classes, including mixed integer linear, quadratic, nonlinear and mixed integer nonlinear models.

The Table function provides greater control over how multidimensional objects get displayed. The function displays either an attribute’s values or a set’s members in tabular format. It can also display sets and attributes of more than two dimensions.

LINGO has always had the ability to pinpoint compiler errors in the model source. LINGO can now trace runtime errors back to a single source line of the model, greatly facilitating model development and debugging.

The standard Windows (Win32) version of LINGO can now access more memory allowing it to handle large, more complex models without running out of memory.

A Java JNI interface is now available for the LINGO callable DLL.

64-bit versions of LINGO are now available for the AMD Athlon and Intel Xeon processors running Windows XP64. These versions take full advantage of the 64-bit address space, allowing access to virtually unlimited memory.

LINGO now supports the @NORMSINV() function for computing the inverse of the standard normal cumulative distribution.

• Priority of unary minus
• Linear generation mode for reduced memory consumption
• Linear optimality tolerance
• Second order derivatives
• Default lower variable bound
• BigM coefficient threshold

An example in now included on using the @ODBC() function to interface with Microsoft SQL Server.

For general information on LINGO's capabilities, visit our LINGO product page. To try a limited capacity version of LINGO, give us a call at +30-210-7600955.