Release 9 of LINDO API includes a wide range of performance enhancements and new features.
Faster Solutions on Linear Models with Improved Simplex Solver
Simplex LP algorithm improvements boost speed and robustness. Primal Simplex Solver averages 90% faster and Dual Simplex Solver averages 45% faster.
Better Performance on Integer Models
Improved solution times across broad classes of IP models from enhancements due to improved knapsack related cuts, superior default node selection rules, and branching variable selection rule options.
Expanded Capabilities of Efficient Solution of Quadratic Problems
If you work with covariance matrices, you'll appreciate the ability to impose Positive Definiteness (POSD) as a constraint. If estimating a covariance matrix for a portfolio, a constraint may be added to force the matrix to be positive semi-definite (a property required of any covariance matrix). Also, new reformulation capabilities give improved performance on quadratic portfolio models with semi-continuous variables (e.g. min-buy quantities) and cardinality (upper limit on assets) constraints. The Quadratic repair feature can improve performance on not quite convex QP’s.
Smarter Presolver
New preprocessing for linear programs significantly reduces coefficient density of certain dense matrices. This can significantly improve performance on models such as production planning with many periods.
Improved Nonlinear Solver
Upgraded default settings provide performance improvements overall on nonlinear models. Faster processing of long (1000’s of terms) nonlinear expressions in nonlinear models.
Additional Features
Sparse Cholesky factorization and related linear algebra utility functions added to the API and can now be called for general use. LScomputeFunction( ) provides a single interface for directly calling most of the 150+ math functions in API operator library.
For general information on LINDO API's capabilities, visit our LINDO API product page. To try a limited capacity version of LINDO API 9, see our download page. For information on evaluating a full capacity version contact us.
