Linear-Integer solver:
+ Improved heuristics for general integer programs.
+ Average performance improvement of 2-3% on our standard test set.
+ Improved method for generating all alternative optima to a linear program.
The first call to LSgetNextBestSol() creates a prespecified number of corner points
via pivoting on the optimal solution set.
Subsequent calls will nonredundantly return successive corner points.
Standard solution query methods can be used to access primal-dual vectors
following each call to LSgetNextBestSol.
Linearization
+ Support for Indicator constraints, e.g., z = 0 implies x + y <= 0;
+ more expressions can be automatically linearized, so you can now use a fast linear
solver where otherwise a much slower (30x?) nonlinear solver.might be required.
+ advanced linearization of QP and Conic models
+ improved linearization of certain IF expressions.
Nonlinear and Global solver:
+ faster (order of magnitude) solution of linear fractional programs (ratio objectives).
+ improved bound tightening process in preprocessing of nonlinear models.
+ auxiliary variables generated automatically to improve performance with
complicated expressions.
+ Support for additional useful but “problematic” functions:
Power utility function (x^g-1)/g and the exponential ratio function (exp(g) – 1)/g,
are important in some situations modeling consumer behavior.
LINDO API can now robustly avoid the numerical problems that would otherwise
occur when g approaches 0.
Interfaces:
+ Julia/JuMP is now supported officially.
+ Python interface installations now easier via pip (pypi.org)
+ Matlab interface now has two alternative methods for linear and integer
optimization, LSlinprog and LSintprog. Argument lists follow their counterparts,
linprog and intprog, in Matlab’s optimization toolbox.