LINDO API 7.0 includes several solver enhancements and support for new probability functions.

Stochastic Solver Improvements Include:

• Extended API functionality to support Chance-Constrained Programs (CCP).

• Improved methods to induce correlations among stochastic parameters.

LP Solver Improvements Include:

• Sprint option to efficiently solve "skinny" LP's, having millions of variables.

MIP Solver Improvements Include:

• Significant improvements in heuristics for quickly finding good integer solutions.

• Improved identification of special structures, as in multi-period models, and exploit to achieve significant reductions in solve times.

Global Solver Improvements Include:

• Improved heuristics for finding a good feasible solution quickly.

• User can identify a constraint as being convex, if the global solver might not otherwise be able to identify it as convex. This can speed up proof of global optimality.

• Improved ability to identify constraints that can reformulated as second order cone (SOC) constraints and thus be solved by fast SOC solver.

Other Solvers, Math Library and Utilities

• More than two dozen new math functions to support various PDF, CDF, and Inverse-CDF of probability distributions.

• New solver based on Benders decomposition to solve large-scale LPs with relatively small number of linking columns. MILPs whose integer variables appear only in linking columns can also be tackled with this solver.

• Callable routine to identify (almost) lower triangular matrix structure.

 

For general information on LINDO API's capabilities, visit our LINDO API product page. To try a limited capacity version of LINDO API, see our download page. To order a copy of LINDO API or update an older version, go to our order page.