LINDO API 7.0 includes several solver enhancements and support for new probability functions.
Stochastic Solver Improvements Include:
LP Solver Improvements Include:
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.