ARCHIVES - Faster Nonlinear Solver

 

Faster Nonlinear Solver with more Options


The nonlinear solver available for What'sBest! 4.0 and LINGO 5.0 handles larger models more efficiently and features three significant algorithmic features -- a Crash procedure, a Steepest Edge option, and a Sequential Linear Programming procedure.

 

Enhancements in the linear algebra have improved the solver's speed and reliability particularly for models above 2,000 constraints. Search strategies become more critical with larger models and this release utilizes more sophisticated internal logic to analyze large models and automatically tailor the search approach for optimal solution speed.

Of the three algorithmic features, the Crash procedure is an extension of the solver's existing preprocessing procedure, which attempts to jumpstart the process of becoming feasible. The goal of Crashing is to quickly find a point at which as many constraints as possible are feasible. That point can provide an excellent starting point for the solver's standard procedures to find an initial feasible solution.

This release includes a Sequential Linear Programming (SLP) procedure to determine an efficient search direction in regions that appear linear. The SLP option works to find a search direction that anticipates bounds on all variables and, relative to standard techniques, yields a larger change in the objective function.

To supplement the existing Steepest Descent algorithm, a Steepest Edge algorithm has been added to determine the search direction. Steepest Edge is a technique, which has proven to be very successful in linear programming and often helps in reducing the number of iterations.

Users of What'sBest! and LINGO can use the default settings for the Crash, Steepest Edge, and SLP options or they can manually select them. The solver has considerable built-in logic to select the solution approach that appears best suited to the specific model at hand. The solution approach is dynamically adjusted during the solution process based upon the model's behavior.

With the release of What'sBest! 4.0 and LINGO 5.0, nonlinear capabilities have become a separate option. The nonlinear solver option is priced at 20% of the base price. Contact LINDO Systems or your local distributor for more information.

For more information on the current versions of What'sBest! or LINGO, please see the product page. You can also download a demo version from our download page or order a full blown version directly from our order page.