LINGO is a comprehensive tool designed to make building and solving Linear, Nonlinear (convex & nonconvex/Global), Quadratic, Quadratically Constrained, Second Order Cone, Stochastic, and Integer optimization models faster, easier and more efficient. LINGO provides a completely integrated package that includes a powerful language for expressing optimization models, a full featured environment for building and editing problems, and a set of fast built-in solvers. The recently released LINGO 15.0 includes a number of significant enhancements and new features.

Easy Model Expression– LINGO will help you cut your development time. It lets you formulate your linear, nonlinear and integer problems quickly in a highly readable form. LINGO’s modeling language allows you to express models in a straightforward intuitive manner using summations and subscripted variables — much like you would with pencil and paper. Models are easier to build, easier to understand, and, therefore, easier to maintain.

Convenient Data Options– LINGO takes the time and hassle out of managing your data. It allows you to build models that pull information directly from databases and spreadsheets. Similarly, LINGO can output solution information right into a database or spreadsheet making it easier for you to generate reports in the application of your choice.

Powerful Solvers– LINGO is available with a comprehensive set of fast, built-in solvers for Linear, Nonlinear (convex & nonconvex/Global), Quadratic, Quadratically Constrained, Second Order Cone, Stochastic, and Integer optimization. You never have to specify or load a separate solver, because LINGO reads your formulation and automatically selects the appropriate one.

Model Interactively or Create Turn-key Applications– You can build and solve models within LINGO, or you can call LINGO directly from an application you have written. For developing models interactively, LINGO provides a complete modeling environment to build, solve, and analyze your models. For building turn-key solutions, LINGO comes with callable DLL and OLE interfaces that can be called from user written applications. LINGO can also be called directly from an Excel macro or database application.

Extensive Documentation and Help– LINGO provides all of the tools you will need to get up and running quickly. You get the LINGO User Manual (in printed form, via the online Help), which fully describes the commands and features of the program. Also included with super versions and larger is a copy of Optimization Modeling with LINGO, a comprehensive modeling text discussing all major classes of linear, integer and nonlinear optimization problems. LINGO also comes with dozens of real-world based examples for you to modify and expand.

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.

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.

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.

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.

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.

Nonlinear Solver Improvements:

Improved default settings for nonlinear models gives a 5% average speed improvement.
Faster processing of long nonlinear expressions in nonlinear models.

Presolver Improvements:

New preprocessing for the linear and integer solvers to significantly reduce coefficient density of certain dense matrices.

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 model

Lingo 15 is available for:

• Windows 32 bit and 64 bit
• Mac 64 bit
• Linux 64 bit