New Features for LINGO 15.0
Contents
LINDO Systems is proud to introduce LINGO 15.0. The new features in LINGO 15.0 include the following:
1. Native Macintosh Support:
| ✓ | LINGO's user interface has been entirely rewritten to offer native support for the Macintosh. Below is an image of the Mac version running a small nonlinear program. Notice the syntax highlighting, etc: |
2. GUI Interface for Linux Versions of Lingo:
| ✓ | Prior to LINGO 15, Linux versions had a command-line interface, as opposed to the easier to use GUI interface found on Windows versions. Linux versions of LINGO now have a full GUI interface similar to the Windows version's interface. |
3. Conic Solver Enhancements:
| ✓ | The Conic Solver option has been enhanced through the addition of Semi-Definite Program (SDP)/Positive Definite (POSD) capabilities using the @POSD function. As an example, if one is estimating a covariance matrix for a portfolio, it's possible to use @POSD to force the matrix to be positive semi-definite, which is a property required of any covariance matrix. |
4. Linear Solver Improvements:
| ✓ | Simplex LP algorithm implementation has been improved for speed and robustness. |
| ✓ | The performance improvements compared to previous version is 90% for primal simplex and 45% for the dual simplex. |
5. Integer Solver Improvements:
| ✓ | Improved performance of the K-Best option for quickly finding the K best optimal or near optimal solutions of an integer program. |
| ✓ | Knapsack related cuts improvements. Significantly faster solve times on models with certain knapsack-like constraints. |
| ✓ | Improved default node selection rules improves performance on most integer models. |
| ✓ | New branching variable rule options: maximum coefficients and neighborhood branching, which can reduce number of branches on certain integer models. |
| ✓ | Perspective reformulation capability gives improved performance on quadratic portfolio models with semi-continuous variables, e.g. min-buy quantities. |
6. Nonlinear Solver Improvements:
| ✓ | Improved default settings for nonlinear models gives a 5% average speed improvement. |
| ✓ | Faster processing of long nonlinear expressions in Global solver for nonlinear models. |
7. Presolver Improvements:
| ✓ | New preprocessing for the linear and integer solvers to significantly reduce coefficient density of certain dense matrices. |
8. Other Improvements:
| ✓ | Quadratic repair feature for near-convex Quadratic Programs (QP). Gives improved performance on not quite convex QP’s. |
| ✓ | Additional multithreaded code added to model generator to improve generation times on large models. |
| ✓ | Tornado charts now supported. |
| ✓ | Additional sorting capabilities, convenient for data preparation and solution reporting. |
We hope you enjoy this new release of LINGO. Many of the new features in this release are due to suggestions from our users. In particular, we'd like to thank both Robert Coughlan and Wu Jian (Jack) for their many useful suggestions for improving LINGO. If there are any features you'd like to see in the next release of LINGO, please let us know. Feel free to reach us at:
LINDO Systems Inc.
1415 N. Dayton St.
Chicago, Illinois 60642
(312) 988-7422
October 2015