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LINDO API 11.0新增功能

LINDO API 11.0版本包括了广泛的性能增强和新特性

■ 更快的线性模型的解决方案,改进了单纯形解算器
LINDO API 11.0增强单纯形解算器在线性规划模型中的性能,大宗模型实例中,原始单纯形解算器(primal simplex)平均性能提高了20%;在对偶单纯形(dual simplex)解决方案中平均性能提高了15%。

■ 改进整数解算器
新的对称检测能力极大地减少了对具有整数变量的特定类型模型的优化时间。在马科维茨的投资组合问题上,性能得到了改善,最低购买数量,以及/或限制在非零水平上的仪器数量。其他增强提供了一些特定任务指定任务的更快的解决方案。


■ 全球解算器的改进
通过对二次识别和范围缩小的改进,改进了全局求解器的稳定性和鲁棒性。
改进了对某些比值约束的凸性利用。

■ 更多的约束类型支持
识别了几个新函数和约束类型。增加了对一般整数变量的AllDiff约束。
AllDiff约束允许一个指定一组整数变量,这样集合中的每个变量必须有一个独特的值,不同于集合中的所有其他变量。

LINDO API 11 Enhancements

Release 11 of LINDO API includes a wide range of performance enhancements and new features.

Faster Solutions on Linear Models with Improved Simplex Solver
Enhancements to the Simplex solvers boost performance on linear models. Large models solve an average of 20% faster using primal simplex and 15% faster for dual simplex.

Improved Integer Solver
New symmetry detection capabilities dramatically reduce the time required to prove optimality on certain classes of models with integer variables. Performance has been improved on Markowitz portfolio problems with minimum buy quantities, and/or limit on number of instruments at nonzero level. Other enhancements provide faster solutions on certain task assignment-like models.

Global Solver Enhancements
Stability and robustness of the Global solver has been improved through several enhancements to quadratic recognition and range reduction. Improved exploitation of convexity of certain ratio constraints, e.g., as found in heat exchanger network design problems.

More Constraint Types Supported
Several new functions and constraint types are recognized, e.g., the AllDiff constraint for general integer variables. AllDiff constraints allow one to specify a set of integer variables, such that each variable in the set must have a unique value, different from all other variables in the set.

 

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