If the SLP Solver box is checked, LINGO uses a successive linear programming (SLP) algorithm for its nonlinear solver.  This technique uses a linear approximation of the true nonlinear model within successive, small regions.  This then allows the use of the fast linear solver for optimizing each linear subregion.  In general, the SLP solver will not be well suited for highly nonlinear models.  However, it may offer better performance than the standard nonlinear solver when a model has few nonlinear variables, such that the model is "mostly linear".

LINGO defaults to not enabling the SLP Solver option.