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README.LNG
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1991-07-27
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LINGO
Language for INteractive General Optimization
LINGO makes formulating large optimization problems quicker and
easier. LINGO lets you generate a large formulation with a few
clear concise commands rather than spending hours tediously
entering, debugging, and modifying a long list of complex
constraints. LINGO links a general purpose modeling language with
a robust built-in linear and general integer programming optimizer.
This powerful combination allows you to easily generate and solve
large structured models quickly with much fewer commands. By
utilizing the comprehensive modeling language and the full-screen
editor you can drastically reduce the time required to develop and
modify your models.
While you will find the program easy to use for small problems, the
true power of LINGO's modeling environment will be realized in
developing large scale problems. Rather than requiring you to
explicitly type each term of each constraint, LINGO allows you to
express a series of similar constraints with a single command. For
example, if you build 30 different products out of 20 different
commodities, then your model may require 20 commodity usage
constraints each with up to 30 terms. Given the array of commodity
usage by product, LINGO allows you to express the 20 usage
constraints in a single compact expression.
LINGO provides all of the features you need to efficiently generate
models in a simple intuitive manner. The modeling language
recognizes subscripted variables, sets, operations over sets such
as summation, and general mathematical expressions. Built directly
into LINGO is an extensive library of commonly used mathematical,
probability, and financial functions such as LOG, ABS, present
value, Normal, cdf, and Erlang queuing formulae. LINGO's unique
spreadsheet import facility allows you to keep your data stored
separately in worksheet files.
The following is an example of valid LINGO input for a
transportation problem:
MODEL
! A 3 Supplier, 4 Customer Transportation Problem;
SETS:
! Each warehouse has a capacity;
SUPPLY / WH1, WH2, WH3/ : CAP;
! Each customer has a demand;
DEST / C1, C2, C3, C4/ : DEM;
! Each warehouse, customer link has a cost/unit given,
and a volume to be determined;
LINKS( SUPPLY, DEST) : COST, VOL;
ENDSETS
! The objective;
MIN = @SUM( LINKS: COST * VOL);
! The demand constraints;
@FOR( DEST( J):
@SUM( SUPPLY( I): VOL( I, J)) > DEM( J));
! The supply constraints;
@FOR( SUPPLY( I):
@SUM( DEST( J): VOL( I, J)) < CAP( I));
! Here are the parameters;
DATA:
CAP = 30, 25, 21;
DEM = 15, 17, 22, 12;
COST = 6, 2, 6, 7,
4, 9, 5, 3,
8, 8, 1, 5;
ENDDATA
END
LINGO is available in a variety of sizes solving problems from 500
to 15,000 variables. LINGO runs on MS-DOS PC's and will take
advantage of a math coprocessor, if present, to greatly speed
solution times. Versions of LINGO are also available for the
Macintosh and most IBM and Digital mainframe computers. For
further information please contact:
LINDO Systems, Inc.
P.O. Box 148231
Chicago, IL 60614
312/871-2524