![]() ![]() Nonlinear solvers that utilize gradient based algorithms do not perform well on models with nonsmooth functions. The Dual Simplex solver is also even more robust due to improved handling of degenerate and numerically unstable problems. ![]() On broad classes of problems, the new solver can provide speed improvements of up to 300%. The improved Dual Simplex solver in the base versions of LINDO API 2.0 and LINGO 8.0 delivers substantially better performance. The new releases of LINDO API and LINGO include enhancements that can significantly improve performance on many linear and integer models.įind Faster Solutions Using the Dual Solver 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. Then, the nonlinear solver intelligently selects a subset of these to initialize a series of local optimizations. This feature intelligently generates a set of candidate starting points in the solution space. When limited time makes searching for the global optimum prohibitive, the new Multistart feature can be a powerful tool for finding good solutions more quickly. Then, it uses the branch-and-bound technique to exhaustively search over these subproblems for the global solution. The Global solver converts the original non-convex, nonlinear problem into several convex, linear subproblems. Rather than stopping after the first local optimum is found, the Global solver will search until the global optimum is confirmed. The new Global solver and Multistart feature included in the Nonlinear option can help find better solutions to non-convex models.Ī Non-Convex Combination of Gaussian Distributions If the model is non-convex, other local optima may exist that yield significantly better solutions. Local search solvers are generally designed to search only until they have identified a local optimum. Many nonlinear models are nonconvex (e.g., they have more than one local optimum) and, as a result, not well suited to traditional solution techniques that rely on local search procedures. The new releases offer a number of enhancements including significantly expanded nonlinear capabilities and improved performance on linear and integer problems.įind Better Solutions to Tough Nonlinear Problems LINDO Systems has recently introduced LINDO API 2.0 and LINGO 8.0. Faster, More Versatile Releases of LINDO API 2.0 and LINGO 8.0 ![]()
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