LINDO Systems released What's Best 8.0 — a new release of its Solver add-in for Excel that is faster and more powerful. The new release is, on average, five times faster than the previous release on large linear models using default settings. The Barrier solver, on average, is more than four times faster. Enhancements include a new two-phase implementation in the Dual Simplex solver and, in the Barrier solver, improved exploitation of sparsity, better handling of dense columns, dynamic scaling of quadratic models, and improved exploitation of individual hardware platforms. Enhancements boost speed on broad classes of integer problems and improve efficiency. Memory management of branch-and-bound tree has been made more efficient. The mixed integer programming presolver has been made faster on models with many continuous variables. Probing now occurs during branch-and-bound rather than just during presolve. Branching strategies have been extended to exploit decomposition structure for dramatic improvements on MIP models with strong block structure.

The Global solver includes a number of significant enhancements that make it, on average, more than twice as fast on difficult models, and it solves many models previous releases could not solve. The nonlinear/nonsmooth solution heuristic has been enhanced to find better solutions faster and with more precision. The cut generation in the convex relaxation and the global branch-and-bound scheme have been improved. The numerical stability has been increased around undefined points. Support has been added for a number of new nonlinear functions.

The NLP solver has been redesigned to improve solution speed. Extensions to the base GRG method, such as preprocessing, several new crash options, efficient exploitation of linearity, expanded sequential linear programming and a sequential quadratic programming components make the NLP solver more efficient on a wide range of models.

The presolver can help reduce the size of the original model and shorten the solution time. With this release the presolver was completely redesigned, and support was expanded to include nonlinear and quadratic models.






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