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软件试用 LINGO—交互式的线性和通用优化求解器

软件简介


LINGO是“Linear Interactive and General Optimizer”的缩写,即“交互式的线性和通用优化求解器”,由美国LINDO系统公司(Lindo System Inc.)推出的,可以用于求解非线性规划,也可以用于一些线性和非线性方程组的求解等,功能十分强大,是求解优化模型的最佳选择。

LINGO是一套设计用来帮助您快速,方便和有效的构建和求解线性,非线性,和整数最优化模型的功能全面的工具。包括功能强大的建模语言,建立和编辑问题的全功能环境,读取和写入Excel和数据库的功能,和一系列完全内置的求解程序。

LINGO 是使建立和求解线性、非线性和整数最佳化模型更快更简单更有效率的综合工具。LINGO 提供强大的语言和快速的求解引擎来阐述和求解最佳化模型。

1. 简单的模型表示
LINGO 可以将线性、非线性和整数问题迅速得予以公式表示,并且容易阅读、了解和修改。LINGO的建模语言允许您使用汇总和下标变量以一种易懂的直观的方式来表达模型,非常类似您在使用纸和笔。模型更加容易构建,更容易理解,因此也更容易维护。

2. 方便的数据输入和输出选择
LINGO 建立的模型可以直接从数据库或工作表获取资料。同样地,LINGO 可以将求解结果直接输出到数据库或工作表。使得您能够在您选择的应用程序中生成报告。

3. 强大的求解器
LINGO拥有一整套快速的,内建的求解器用来求解线性的,非线性的(球面&;非球面的),二次的,二次约束的,和整数优化问题。您甚至不需要指定或启动特定的求解器,因为LINGO会读取您的方程式并自动选择合适的求解器。

4. 交互式模型或创建Turn-key应用程序
您能够在LINGO内创建和求解模型,或您能够从您自己编写的应用程序中直接调用LINGO。对于开发交互式模型,LINGO提供了一整套建模环境来构建,求解和分析您的模型.对于构建turn-key解决方案,LINGO提供的可调用的DLL和OLE界面能够从用户自己写的程序中被调用。LINGO也能够从Excel宏或数据库应用程序中被直接调用。

新功能



LINGO 16 Enhancemen
Release 16 of LINGO includes a wide range of performance enhancements and new features.

Faster Solutions on Linear Models with Improved Simplex Solver
• Enhancements to the Simplex solvers boost performance on large linear models.
Large models solve an average of 35% faster using primal simplex and 20% faster for dual simplex.

Improved Integer Solver with new features
• A new optimization mode has been introduced to ensure reproducibility of runs.
• Investigate alternative optima more quickly. Enhancements to the K-Best algorithm allow finding K best solutions in little more time than finding one solution.
• Find faster solutions to models with knapsack constraints and block structures using new heuristic algorithms.
• New preprocessing level tightens variable bounds for better performance on classes of nonlinear models.

Enhanced Stochastic Solver
• Large linear multistage SP instances solve 60% faster with improved cut management for Nested Benders Decomposition Method.
• Better handling of multistage SP models which do not have full-recourse.
• Extensions to the parser allow the use of arbitrarily complex functions of stochastic parameters.

Improved Global Solver
• Performance of Global solver has been dramatically improved on classes of quadratic problems. In particular, non-convex quadratic problems rejected by other solvers, or otherwise solvable only slowly to a local optimum by traditional NLP solvers. Can solve some previously intractable problems to global optimality, especially financial portfolio models with minimum buy quantities, and/or limit on number of instruments at nonzero level.
• Incorporates a new bound tightening process to the linearization procedure and improves solvability of linearized model.
Dramatically faster, more robust performance on many models with functions like @MAX( ), @MIN( ), @ABS( ), x*z where z = 0 or 1, etc.

Native Macintosh and Linux Support
• LINGO's user interface has been entirely rewritten to offer native support for the Macintosh and Linux platforms.
Below is an image of the Mac version running a small nonlinear program.




Matrix Functions:
• There have been a number of new functions were added to LINGO for performing matrix operations.
Supported operations include: eigenvalues and eigenvector computation, matrix determinant, Cholesky factorization, matrix inverse, and matrix transpose.

Linear Regression:
• The new @REGRESS function for multiple linear regression has been added.

Other Improvements:
• Tornado charts now supported.
• Additional sorting capabilities, convenient for data preparation and solution reporting.
• A new date function, @STM2YMDHMS, for converting LINGO's standard time values into the equivalent calendar date and time.