When LINGO for Windows starts up, it searches for the DLL file called MYUSER.DLL. LINGO searches for this file in your startup directory. The startup directory is the directory where you installed the LINGO program. If LINGO finds MYUSER.DLL, it loads the DLL into memory and calls the exported MYUSER routine every time a model references an @USER function.

On platforms other than Windows, you must link a compiled FORTRAN or C subroutine with the LINGO libraries in order to provide a customized @USER function. Refer to the README file for your version of LINGO for technical information on how to link your custom routines with LINGO.

See the Visual C++ Example section for the details of building such a DLL using Microsoft Visual C++.