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SOFTWARE/LINDO API |
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LINDO API 9.0 Enhancements
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.
Copyright © 2015 LINDO SYSTEMS.
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