Release 15.0 of LINGO includes support for new platforms as well as a wide range of performance enhancements and new features.
1. Native Macintosh Support:
LINGO's user interface has been entirely rewritten to offer native support for the Macintosh. Below is an image of the Mac version running a small nonlinear program on a MacBook Pro:
2. GUI Interface for Linux Versions of Lingo:
Prior to LINGO 15, Linux versions had a command-line interface, as opposed to the easier to use GUI interface found on Windows versions. Linux versions of LINGO now have a full GUI interface similar to the Windows version's interface.
3. Conic Solver Enhancements:
The Conic Solver option has been enhanced through the addition of Semi-Definite Program (SDP)/Positive Definite (POSD) capabilities using the @POSD function. As an example, if one is estimating a covariance matrix for a portfolio, it's possible to use @POSD to force the matrix to be positive semi-definite, which is a property required of any covariance matrix.
4. Linear Solver Improvements:
Simplex LP algorithm implementation has been improved for speed and robustness.
The performance improvements compared to previous version is 90% for primal simplex and 45% for the dual simplex.
5. Integer Solver Improvements:
Knapsack related cuts improvements. Significantly faster solve times on models with certain knapsack-like constraints.
Improved default node selection rules improves performance on most integer models.
New branching variable rule options: maximum coefficients and neighborhood branching, which can reduce number of branches on certain integer models.
Perspective reformulation capability gives improved performance on quadratic portfolio models with semi-continuous variables, e.g. min-buy quantities.
6. Nonlinear Solver Improvements:
Improved default settings for nonlinear models gives a 5% average speed improvement.
Faster processing of long nonlinear expressions in nonlinear models.
7. Presolver Improvements:
New preprocessing for the linear and integer solvers to significantly reduce coefficient density of certain dense matrices.
8. Other Improvements:
Quadratic repair feature for near-convex Quadratic Programs (QP). Gives improved performance on not quite convex QP’s.
Additional multithreaded code added to model generator to improve generation times on large models.
For general information on LINGO's capabilities, visit our LINGO product page. To try a limited capacity version of LINGO 15, see ourdownload page. For information on evaluating a full capacity version contact us.