LINGO 13.0 includes expanded and enhanced capabilities for handling optimization models with uncertainty, a number of solver performance enhancements, and improved charting capabilities.

Support of Chance-Constrained Programs:

In chance-constrained programming (CCP), one or more sets of constraints are allowed to be violated with a specified probability. CCP is useful when certain resources or demands are random. A solution that satisfies all possible outcomes can be prohibitively expensive, or even impossible. Allowing certain constraints to be violated with low probability can be a reasonable and practical strategy.

Stochastic Solver Improvements:

• Improved warm-start in solving multistage SPs.

• Improved method to induce correlations among stochastic parameters.

New Probability Distributions:

Over 65 new functions related to the PDF, CDF and inverse CDF of probability distributions.

MIP Solver Improvements:

• Significant improvements in root node heuristics for quickly finding good, integer-feasible solutions.

• Improved identification of special structures in certain classes of models, as in multi-period models, and the ability to exploit this structure to achieve significant reductions in solve times.

Specify Variable Branching Priority:

You may now use the @PRIORITY function to specify a branching priority for integer variables.

Global Solver Improvements:

• Improved heuristics for finding a good, feasible solution quickly.

• Constraints may now be flagged as being convex, in cases where the constraint's complexity makes it impossible for the global solver to automatically determine convexity. This speeds the proof of global optimality.

• Improved ability to identify constraints that can be reformulated as conic (i.e., second-order cone) constraints and thus be solved by the faster conic solver.

• Improved ability for efficiently handling polynomial terms.

• Improved bounds for non-convex quadratic terms using SDP and eigenvalue reformulations.

Improved Charting Feature: The charting capability has been extensively updated:

• In addition to bar, line and pie charts, LINGO now supports the following chart types: bubble, contour, curve, histogram, radar, scatter and surface.

• Multiple attributes may be displayed in a single chart, with each drawn in a different color.

• Charts may be displayed in either two or three dimensions.

• Use sets from a model to label axes and/or legends.

• Display charts programmatically from LINGO's scripting language using the @CHART command.

Permuted Matrix Displays:

You may now choose to have a model's underlying matrix displayed in permuted format, where the rows and columns are automatically permuted to place the matrix into mostly lower-triangular form. If a matrix is mostly lower triangular, then, in general, the model should prove easier to solve. This is opposed to a model that contains a high degree of simultaneity that can't be permuted into lower triangular form.

New LINGO Programming Interface Functions:

The LINGO API supports new function calls for retrieving variable values on the fly in the callback function, as well as a function to load a license directly from a string. Improved Model Encryption:
In the past, LINGO has allowed API users to encrypt a model using the HIDE command. The encryption algorithm has been significantly strengthened, and encrypted model fragments may also be merged into a single model at runtime.

More File Types Supported/MPI Translator:

Models stored in LINDO System's low level MPI format may now be loaded into LINGO and automatically translated into high level LINGO syntax.

 

For general information on LINGO's capabilities, visit our LINGO product page. To try a limited capacity version of LINGO, see our download page. To order a copy of LINGO or update an older version, go to our order page.