■Fast, Easy Application Development
- The LINDO API makes it easy for you to seamlessly integrate optimization into your own application. The developer interface has been designed for maximum ease-of-use and flexibility. It comes with clear, comprehensive documentation and examples to help you get running quickly.
■Powerful Solvers
LINDO API provides you with an arsenal of powerful solvers for Stochastic, Linear, Nonlinear (convex & nonconvex/Global), Quadratic, Quadratically Constrained, Second Order Cone and Integer optimization. All solvers incorporate numerous enhancements for maximum speed and robustness.
LINDO API includes a set of built-in solvers to tackle a wide variety of problems. It offers increased control of the algorithms and solver parameters. This allows the user to customize the solution strategy to individual applications to achieve optimal control and speed.
Linear Solvers
The LINDO API is available with three state of the art solvers for linear models.
Primal and Dual Simplex Solvers
The base version includes the Primal and Dual Simplex solvers, which incorporate numerous enhancements for maximum speed and robustness. Pricing options, for instance, include partial pricing and Devex. You have the option to choose the best pricing strategy based upon problem characteristics.
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. Unlike the Simplex solvers that move along the exterior of the feasible region, the Barrier solver moves through the interior space to find the optimum. 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 -- particularly on sparse models with more than 5,000 constraints or highly degenerate models. The Barrier license option is required to utilize the Barrier solver.
Integer Solver
For models with general and binary integer restrictions, LINDO API includes an integer solver that works in conjunction with the linear, nonlinear and quadratic solver. For linear models, you have the ability to tailor the solution strategy and apply different classes of cuts to ensure maximum speed on particular problem structures.
Nonlinear Solvers
LINDO API is the first full-featured callable solver to offer general nonlinear capabilities. LINDO API includes a number of ways to find locally or globally optimal solutions to nonlinear models.
General Nonlinear Solver
For nonlinear programming models, the primary underlying technique used by LINDO API's optional nonlinear solver is based upon a Generalized Reduced Gradient (GRG) algorithm. However, to help get to a good feasible solution quickly, LINDO API also incorporates Successive Linear Programming (SLP). The nonlinear solvertakes advantage of sparsity for improved speed and more efficient memory usage. The Nonlinear license option is required to solve nonlinear models.
Global Solver
Local search solvers are generally designed to search only until they have identified a local optimum. If the model is non-convex, other local optima may exist that yield significantly better solutions. Rather than stopping after the first local optimum is found, the Global solver will search until the global optimum is confirmed. The Global solver converts the original non-convex, nonlinear problem into several convex, linear subproblems. Then, it uses the branch-and-bound technique to exhaustively search over these subproblems for the global solution. The Nonlinear and Global license options are required to utilize the global optimization capabilities.
Multistart Solver
When limited time makes searching for the global optimum prohibitive, the Multistart solver can be a powerful tool for finding good solutions more quickly. This intelligently generates a set of candidate starting points in the solution space. Then, the general nonlinear solver intelligently selects a subset of these to initialize a series of local optimizations. For non-convex nonlinear models, the quality of the solution returned by the multistart solver will be superior to that of the general nonlinear solver. The Nonlinear and Global license options are required to utilize the multistart capabilities.
Quadratic Solver
In addition to solving linear and mixed integer models, with the Barrier option LINDO API can automatically detect and solve models in which the objective function and/or some constraints include quadratic terms. By taking advantage of the quadratic structure, LINDO API can solve these models much more quickly than using the general nonlinear solver. LINDO API can even handle quadratic models with binary and general integer restrictions. These quadratic capabilities make LINDO API suitable for applications such as portfolio optimization problems, constrained regression problems, and certain classes of difficult logistics problems (e.g., layout problems, fixed-charge-network problems with quadratic objectives). The Quadratic solver is included in the Barrier license option.
Conic Solver
The Conic option for LINDO API includes a Conic solver to efficiently solve Second Order Cone Problems (SOCP). By expressing certain nonlinear models as SOCPs, the Conic solver can be used to solve the model substantially faster than the general nonlinear solver. The Barrier and Conic options are required to utilize the Conic solver.
Stochastic Programming Solver
Incorporate risk into multi-stage optimization models, maximize expected profit, and summarize results in histograms showing the distribution of possible profit, etc. This new option allows modeling and optimization for models with uncertain elements via multistage stochastic linear, nonlinear and integer stochastic programming (SP). Benders decomposition is used for solving large linear SP models. Deterministic equivalent method is used for solving nonlinear and integer SP models. Support is available for over 20 distribution types (discrete or continuous). The Stochastic Programming solver is included in the Stochastic Programming option.
Preprocessing and User Control
Preprocessing routines are included in all solvers. The Linear and Nonlinear solvers include scaling and model reduction techniques. 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. The Integer solver includes extensive preprocessing and cut generation routines.
LINDO API is designed, so the user has as much control over the input to the solvers as possible. When the Solve routine is initiated, LINDO API analyzes the problem and considers internal parameters set by the user to achieve optimal performance for your particular problem.
Linearization
LINDO API's Linearization cap common nonsmooth functions. The feature can automatically convert many nonsmooth functions and operators (e.g., max and absolute value) to a series of linear, mathematically equivalent expressions. Many nonsmooth models may be entirely linearized. This allows the linear solver to quickly find a global solution to what would have otherwise been and intractable problem.
■ Stochastic Programming Features
- LINDO SYSTEMS has begun shipping a new release of LINDO API that includes new features to allow users to incorporate uncertainty into their optimization models.
Stochastic Programming Interface
- Modeling and optimization with uncertain elements through multistage linear, nonlinear and integer stochastic programming (SP).
- Extensive set of API functions to setup and solve SP models.
- Benders decomposition for solving linear SP models.
- Deterministic equivalent method for solving nonlinear and integer SP models.
- Supports most (20+) parametric (continuous or discrete) distributions.
- User-defined distribution functions to be used through callbacks.
- Customized sampling scenarios through the statistical sampling API.
Statistical Sampling API
- Extensive API functions to sample directly from various statistical distributions,
- Variance reduction with Latin-Hyper-Cube and Anti-thetic variates sampling,
- Generation of correlated samples via Pearson, Spearman, or Kendall correlation measures.
- Pseudo random number generation via a choice of three different generators.
Simplex Solver Improvements
- Large linear models solve an average of 20% faster with improved primal and dual solvers.
MIP Solver Improvements
- Substantial improvements in all heuristics for finding close to optimal solutions quickly.
- Significant improvements in cuts for certain types of special model structures.
Global Solver Improvements
- Significant improvement in the handling of nonlinear models with quadratic terms, especially non-convex quadratic expressions.
■ Comprehensive Set of Routines
Whether your application is big or small, simple or complex, the LINDO API provides the flexibility and functionality that you'll need. It includes dozens of routines to formulate, solve, query, and modify your problems.
■ Convenient Interface to MATLAB
- The Windows versions of LINDO API can be run as a MATLAB callable function. Using MATLAB 's modeling and programming environment, you can build and solve models and create custom algorithms based upon the LINDO API's routines and solvers.
Interface to MATLAB
Link the ease and flexibility of the MATLAB modeling and programming environment with the optimization power of the LINDO API (supported in the Windows x86 and Windows x64 versions only).
Key Benefits for LINDO API Users
Rapid Development
Using LINDO API and MATLAB, you can prototype and build optimization models and applications quickly and easily. MATLAB includes powerful tools for matrix manipulation, a high-level programming language, and a user-friendly modeling environment. These features can allow you to quickly create and manipulate models with a fraction of the coding required for lower level languages such as C++ or Visual Basic.
Key Benefits for MATLAB Users
Solve Large Scale Linear Problems
MATLAB users can access the power and robustness of the LINDO API optimizers to solve large scale linear programming problems. The suite of available LP solvers include Primal and Dual Simplex solvers as well as a Barrier/Interior Point solver. These same solvers have been field tested on large models by thousands of Operations Research professionals worldwide.
Solve Integer Optimization Models
MATLAB users can utilize an exceptionally fast integer solver. The integer solver includes a wide range of options that can allow you to tailor the solution strategy and cut application to particular problem structures.
Create Custom Algorithms
MATLAB users have low level access to the LINDO API's comprehensive set of powerful optimization routines. This can allow you to quickly create algorithms customized to your own needs.
Seamless Interface
The interface makes the LINDO API a MATLAB callable function. This makes calling the solver as easy as using MATLAB's native functions.
Documentation and Help
LINDO API provides all of the tools you will need to get up and running quickly. The LINDO API User Manual fully describes the calls and features of the program and includes sample M-files illustrating its use.
■ Extensive Documentation and Help
- LINDO API provides all of the tools you will need to get up and running quickly. You get the LINDO API User Manual (in printed form and available online in pdf format) that includes detailed function definitions for all routines. Also included in the manual is a discussion to assist you in writing your own applications.
■ Analyze Infeasible and Unbounded Models
- LINDO API includes tools that allow you to track down what has caused a model to be infeasible or unbounded. The tools isolate a portion of the original model as the source of the problem. This allows you to focus your attention on a relatively small subsection of the model to look for formulation or data entry errors. On infeasible linear, nonlinear, quadratic and integer models, the tools can find an irreducibly inconsistent set of constraints (IIS), and on unbounded models, the tools can find an irreducibly unbounded set of columns (IUS).
■ Create Web and Intranet Applications
- The LINDO API is thread safe to allow you to create web and network applications that handle multiple user sessions concurrently. Web and network applications require special licensing. Contact LINDO SYSTEMS for more information.
■ Model Size Flexibility
- Why pay for more capacity than you need? The LINDO API is available in a variety of different capacities. The capacities range from a few hundred variables to versions with unlimited capacity, so you can select the product that best suits your needs for a particular problem.
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