Matrix Decomposition |
The Matrix Decomposition box on the Linear Solver tab:
allows you to enable the matrix decomposition feature.
Many large-scale linear and mixed integer problems have constraint matrices that are totally decomposable into a series of block structures. If total decomposition is possible, LINGO will solve the independent problems sequentially and report a solution for the original model, resulting in dramatic speed improvements.
LINGO defaults to not using matrix decomposition.