Faster Solver Engines for Custom Applications

Release 4.1 includes several enhancements that boost the overall speed of the Linear, Integer, Nonlinear and Global Solvers.

Faster Linear Solver

- Enhancements have made the Dual Simplex solver 40% faster on linear models than previous releases.

Improved Integer Solver

- Improvements in the Integer solver include a faster presolver, enhancements to exploit Special Ordered Sets and Semi-continuous variables, and improvements in the cut generation strategies to reduce the branch-and-bound size.

Improved Global Solver

- The Global Solver, for non-convex nonlinear models, includes a number of enhancements. The branching strategies used by the Global Solver have been improved – especially on mixed integer nonlinear models. The algebraic reformulation has been improved to tighten the convex relaxation and improve tractability. The presolver for the Global Solver has been enhanced to more quickly find good, feasible solutions. The Global Solver supports several new mathematical functions.

Barrier Solver's Capabilities Expanded

- Support has been added for Second-Order-Cone problems that arise in many engineering problems.

Expanded Analytical Tools for Infeasible Models

- Past versions of LINDO API have included tools for helping pinpoint portions of a linear model that cause it to be infeasible. For release 4.1, this infeasibility analysis has been expanded to also support nonlinear, integer and quadratic models.