LINDO API 5.0, a new release of LINDO Systems' callable library of optimization solvers, is faster, more flexible and more robust. The new release includes significant enhancements to all of the major solvers.

Large linear models solve an average of 80% faster using the newly enhanced Dual and Primal Simplex solvers. The new release includes several enhancements to the sparse LU decomposition routines and the addition of advanced basis repairing techniques. Relative to earlier releases, the Simplex solvers offer improved handling of numerically difficult problems.

Enhancements to the Barrier solver have boosted performance on linear and quadratic problems and improved handling of numerically difficult models. The Barrier method solves large scale models an average of 20% faster.

The Integer solver is an average of 40% faster on a wide range of integer models. An advanced implementation of Feasibility Pump heuristic speeds the finding of feasible solutions on many difficult problems. An advanced implementation of the Relaxation Induced Neighborhood Search (RINS) technique finds improved integer solutions faster. General and local branching strategies have been improved to exploit model structure. Rounding techniques have been expanded to exploit a wider range of constraint structures. Performance has been improved on probing through out the branch-and-bound tree. Cut management has been improved.

The general Nonlinear Solver is an average of 25% faster on highly nonlinear and complex models. An efficient implementation of Algebraic Second Order Derivatives has resulted in improved speed and solution precision.

The Global solver includes a number of enhancements for solving nonconvex nonlinear models to global optimality. New discrete space constraint propagation and convex cut generation improve performance on nonlinear problems with integer variables and/or non-smooth functions. Enhanced multi-reformulation improves the bounding performance and tractability through efficient cut generation strategies.

There have also been a number of enhancements to the API to increase functionality. A set of API functions has been added to load and manipulate string arrays. Functionality has been added to manage QCP and NLP models. The parameter macro set has been extended to give the developer wider control over API functionality. The information macro set has been expanded to give wider access to results generated by API. A new Grey-Box interface has been added to allow user-defined functions in instruction lists.

For more details on LINDO API click here.