LINGO

Linear, Nonlinear, and Integer programming solver with Mathematical Modeling Language

LINGO is a comprehensive tool designed to make building and solving linear, nonlinear, and integer optimization models faster, easier, and more efficient. LINGO provides a completely integrated package that includes a powerful language for expressing optimization models, a full-featured environment for building and editing problems, and a set of fast built-in solvers.

Model Development

LINGO lets users formulate linear, nonlinear, and integer problems quickly in a highly readable form. LINGO's modeling language allows models to be expressed in a straightforward manner using summations and subscripted variables -- much like you would with pencil and paper. Models are easy to build, easy to understand, and, therefore, easy to maintain.

Data Options

LINGO can pull information directly from databases and spreadsheets. Similarly, it can output solution information right into a database or spreadsheet making it easy for users to generate reports in a variety of popular applications.

Primal and Dual Simplex Solvers

The base version includes the Primal and Dual Simplex solvers, which incorporate numerous enhancements for maximum speed and robustness.

Barrier Solver

The optional Barrier solver provides an alternative means of solving linear models. The Barrier option utilizes a barrier or interior point method to solve linear models. Depending upon the size and structure of a particular model, the Barrier solver may be significantly faster than the Simplex solvers and can provide exceptional speed on large linear models.

Preprocessing routines are available with all three linear solvers. Scaling procedures can improve speed and robustness on numerically difficult models. Model reduction techniques can often make models solve faster by analyzing the original formulation and mathematically condensing it into a smaller problem.

Nonlinear Solver

For nonlinear programming models, the primary underlying technique used by LINGO's optional nonlinear solver is based upon a Generalized Reduction Gradient (GRG) algorithm. The nonlinear solver takes advantage of sparsity for improved speed and more efficient memory usage. It also offers a variety of algorithmic options including a Crash procedure, a Steepest Edge/Steepest Decent option, and Sequential Linear Programming procedures. LINGO will automatically select the solution approach that appears best suited to the specific model at hand. The solution approach is dynamically adjusted during the solution process based upon the model's behavior.

Integer Solver

For models with general and binary integer restrictions, LINGO includes an integer solver that works in conjunction with the linear and nonlinear solvers. For linear models, the integer solver does extensive preprocessing and adds constraint "cuts" of several different varieties to greatly improve solution times on large classes of integer models.

Model Interactively or Create Turn-key Applications

Users can build and solve models interactively within LINGO or by calling LINGO directly from an application they have written. For developing models interactively, LINGO provides a complete modeling environment to build, solve, and analyze models. For building turn-key solutions, LINGO comes with DLL and OLE interfaces that can be called from user written applications. LINGO can also be called directly from an Excel macro or database application.

Extensive Documentation and Help

LINGO includes a User's Manual, which fully describes the commands and features of the program. Also included is a copy of Optimization Modeling with LINGO, a comprehensive modeling text discussing all major classes of linear, integer, and nonlinear optimization problems. LINGO comes with dozens of real-world based examples.

A free trial version of LINGO is available from the LINDO Systems website. It has all of the functions and features of our regular version, but the problem capacity has been limited.

To find out more:

Visit the LINDO Systems homepage or contact:

Reference:

Optimization Modeling with LINGO. 4th ed., LINDO Systems, Inc. , 2000.

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