LINDO API 11 Enhancements

Release 11 of LINDO API includes a wide range of performance enhancements and new features.

 

Faster Solutions on Linear Models with Improved Simplex Solver

Enhancements to the Simplex solvers boost performance on linear models. Large models solve an average of 20% faster using primal simplex and 15% faster for dual simplex.

 

Improved Integer Solver

New symmetry detection capabilities dramatically reduce the time required to prove optimality on certain classes of models with integer variables. Performance has been improved on Markowitz portfolio problems with minimum buy quantities, and/or limit on number of instruments at nonzero level. Other enhancements provide faster solutions on certain task assignment-like models.

 

Global Solver Enhancements

Stability and robustness of the Global solver has been improved through several enhancements to quadratic recognition and range reduction. Improved exploitation of convexity of certain ratio constraints, e.g., as found in heat exchanger network design problems.

 

More Constraint Types Supported

Several new functions and constraint types are recognized, e.g., the AllDiff constraint for general integer variables. AllDiff constraints allow one to specify a set of integer variables, such that each variable in the set must have a unique value, different from all other variables in the set.