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Download Classic LINDO User's Manual LINDO User’s Manual LINDO Systems, Inc. 1415 North Dayton Street, Chicago, Illinois 60622 Phone: (312)988-7422 Fax: (312)988-9065 E-mail: [email protected] WWW: http://www.lindo.com COPYRIGHT LINDO software and its related documentation are copyrighted. You may not copy the LINDO software or related documentation except in the manner authorized in the related documentation or with the written permission of LINDO systems, Inc. TRADEMARKS LINGO is a trademark, and LINDO and What’sBest! are registered trademarks, of LINDO Systems, Inc. Other product and company names mentioned herein are the property of their respective owners. DISCLAIMER LINDO Systems, Inc. warrants that on the date of receipt of your payment, the disk enclosed in the disk envelope contains an accurate reproduction of the LINDO software and that the copy of the related documentation is accurately reproduced. Due to the inherent complexity of computer programs and computer models, the LINDO software may not be completely free of errors. You are advised to verify your answers before basing decisions on them. NEITHER LINDO SYSTEMS, INC. NOR ANYONE ELSE ASSOCIATED IN THE CREATION, PRODUCTION, OR DISTRIBUTION OF THE LINDO SOFTWARE MAKES ANY OTHER EXPRESSED WARRANTIES REGARDING THE DISKS OR DOCUMENTATION AND MAKES NO WARRANTIES AT ALL, EITHER EXPRESSED OR IMPLIED, REGARDING THE LINDO SOFTWARE, INCLUDING THE IMPLIED WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE OR OTHERWISE. Further, LINDO Systems, Inc. reserves the right to revise this software and related documentation and make changes to the content hereof without obligation to notify any person of such revisions or changes. ACKNOWLEDGMENTS We gratefully acknowledge Mr. Fritz Raffensperger for his contributions to the LINDO Systems, Inc. user’s manuals. Copyright © 2003 by LINDO Systems, Inc. All rights reserved. Published by LINDO SYSTEMS INC. 1415 North Dayton Street Chicago, Illinois 60622 Technical Support: (312)988-9421 E-mail: [email protected] WWW: http://www.lindo.com iii Table Of Contents Table of Contents ........................................................................................ iii Preface........................................................................................................... v Ch 1 Getting Started with LINDO................................................................. 1 A Note About This Manual....................................................................................... 2 Installing .................................................................................................................. 3 Entering a Model in Windows.................................................................................. 4 Entering a Model from the Command Line.............................................................. 8 Model Syntax......................................................................................................... 12 A Staff Scheduling example .................................................................................. 21 Ch 2 LINDO for Windows ........................................................................... 25 LINDO for Windows Commands in Brief ............................................................... 25 The Commands in Depth....................................................................................... 28 File Menu ........................................................................................................... 29 Edit Menu ........................................................................................................... 41 Solve Menu ........................................................................................................ 58 Reports Menu..................................................................................................... 71 Window Menu................................................................................................... 102 Help Menu........................................................................................................ 110 Ch 3 LINDO for Command-line Environments ....................................... 115 Commands in Brief .............................................................................................. 115 The Commands in Depth..................................................................................... 118 Information Commands.................................................................................... 118 Input Commands.............................................................................................. 120 Display Commands .......................................................................................... 127 File Output Commands .................................................................................... 144 Solution Commands......................................................................................... 151 Problem Editing Commands............................................................................. 159 Integer, Quadratic, & Parametric Programs Commands.................................. 167 Conversational Parameters Commands .......................................................... 180 User Supplied Subroutines .............................................................................. 182 Miscellaneous Commands ............................................................................... 183 Quit................................................................................................................... 189 Ch 4 Integer Programming....................................................................... 191 Branch-and-Bound Solution Method ................................................................... 192 Solving Difficult Integer Programs ....................................................................... 193 Setting an Optimality Tolerance ....................................................................... 194 iv TABLE OF CONTENTS Exploiting a Known Good Solution to an IP...................................................... 194 Benders Decomposition ................................................................................... 194 Tightening Loose IP Formulations ................................................................... 194 Ch 5 Quadratic Programming .................................................................. 197 Debugging Quadratic Programs and the POSD Command ................................ 201 Parametric Analysis of Quadratic Programs........................................................ 202 Ch 6 Analyzing & Debugging a Model..................................................... 205 Model Statistics ................................................................................................... 205 Perusing a Model for Errors................................................................................. 206 Debug Command ................................................................................................ 209 Ch 7 Interfacing with the Outside World................................................. 211 Using External Editors with LINDO...................................................................... 211 Running Command Scripts with the Take Command.......................................... 217 Integrating LINDO Into Other Applications .......................................................... 219 Conclusion........................................................................................................... 229 Ch 8 LINDO Callable Libraries ................................................................. 231 LINDO Callable Library Routines ........................................................................ 231 General Application Requirements...................................................................... 244 Sample Matrix Generators................................................................................... 245 Calling LINDO from Other Languages................................................................. 264 Integer Programming User Interface ................................................................... 264 Monitoring the Solver........................................................................................... 265 Ch 9 Numerical Considerations............................................................... 267 Appendix A Error Messages (List) ......................................................... 271 INDEX......................................................................................................... 291 v Preface We have been busy adding a number of features to LINDO since the manual was last published. The most significant new features include: Windows version with pull down menus, full editing capabilities, graphics, and numerous additional user-friendly features. Improved performance and robustness of the linear and integer solvers. Windows DLL version of the callable library. Model debugging capability for finding a minimal set of constraints (variables) leading to an infeasible (unbounded) model. Additional callable routines in the programming library. Lexico optimization feature for performing goal programming. Improved basis save and retrieve functions. Permuted nonzero picture for viewing models in (as close as possible to) lower triangular form. MPSX compatible solution reports. We hope you enjoy this new release of the LINDO software. Please feel free to contact us at any time regarding questions
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