Release 19 of LINGO includes a wide range of performance enhancements and new features.

Solver Enhancements

Order of Magnitude Faster on Long Skinny Linear Models Enhancements to the Simplex Solvers allow significantly faster solution of linear models with many times more variables than constraints.

Faster When Simultaneously Solving LPs Using Different Solvers

An improved feature allows users to concurrently run the Primal Simplex, Dual Simplex, and Barrier solver each on a separate core ensuring the solution in the shortest time regardless of which solver is fastest.

Integer Solver Improvements

Better performance on many integer models has been achieved through improved selection of default settings for cut generation and solution heuristics.

Enhancements to the Quadratic/Conic Solvers

Models with ex and xk terms are solved faster -- so called Barrier Solver exponential and power cones.

Numerous Global Solver Enhancements

  • Improved recognition and exploitation of convexity of various composite functions.
  • Improved performance for models with convex-concave functions.
  • Models with ratio/fractional objective, including MIP, solve an order of magnitude faster.
  • Substantial speed improvements on Non-convex Quadratically Constrained Quadratic Programs.

Feature Enhancements

  • Expanded capabilities for the All Different constraint type.
  • New feature to delete all members of a derived set.
  • There is a new function for building interactive applications that allows you to prompt the user for input at runtime.
  • More efficient use of user supplied starting point information for faster solution of integer models.
  • New features to facilitate building and debugging LINGO models embedded in Excel workbooks.
  • More efficient storage of Stochastic Programming scenarios allowing the solution of significantly larger stochastic models.
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