LINGO 12.0 非線性規劃軟體
LINGO 12.0 非線性規劃軟體
LINGO provides a completely integrated package that includes a powerful language for expressing optimisation models, a full featured environment for building and editing problems, and a set of fast built-in solvers.
All New Stochastic Programming (SP) Solver
The new release includes a powerful new feature to allow users to incorporate uncertainty into their optimisation models. In addition, the new release has a number of solver performance enhancements.
The SP solver supports decision making under uncertainty through multistage stochastic models with recourse. The user expresses the uncertainty via distribution functions, either built-in or user-defined, and the stochastic solver will optimise the model to minimise the cost of the initial stage plus the expected value of recourse decisions over the planning horizon. Advanced sampling modes are also available to approximate stochastic parameters from parametric distributions.
• Available for modelling linear, nonlinear and integer stochastic programs (SP).
• Supports most standard distributions, e.g., Normal, Poisson, as well as user supplied.
• Full solutions for each of the possible scenarios are available at the scripting level, (calc sections) allowing for the creation of custom reports on variable values over the full range of scenarios.
• Ability to generate and display the underlying deterministic equivalent used to optimise SP models.
• Variance reduction with Latin-Hyper-Square sampling.
• Ability to generate statistically dependent samples based on Pearson, Spearman or Kendalls correlation measures.
• Pseudorandom number generator with long cycle length and excellent high dimensional uniformity.
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.
LINGO is available with a comprehensive set of fast, built-in solvers for Linear, Nonlinear (convex & nonconvex), Quadratic, Quadratically Constrained, and Integer Optimisation. 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 modelling environment to build, solve, and analyse 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 and available 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 Optimisation Modeling with LINGO, a comprehensive modelling text discussing all major classes of linear, integer and nonlinear optimisation problems. LINGO also comes with dozens of real-world based examples for you to modify and expand.
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