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 Linear Programming MT 4.0の新機能

The GAUSS LPMT 4.0 Module solves the
standard linear programming problem with the
following NEW and CUTTING-EDGE features:
Now Available!
Multi-Threaded
Thread-safe Execution
Sparse Matrices
Large Scale Problems
MPS Formatted Files

･ Thread-safe Execution:
Control variables are model matrices
are contained in structures allowing
thread-safe execution of programs.
･ Sparse Matrices:
Linear Programming MT exploits
sparse matrix technology permitting
the analysis of problems with very
large constraint matrices.
The size of a problem that can be
analyzed is dependent on the speed
and amount of memory on the
computer, but problems with two to
three thousand constraints and more
than six thousand variables have been
tested on ordinary PCﾕs.
･ MPS Files:
Procedures are available for
translating MPS formatted files.
Designed to solve small and large scale
linear programming problems.
Features:
･ Upper and lower finite bounds can
be provided for variables and
constraints
･ Problem type (minimization or
maximization)
･ Constraint types (<=, >=, =)
･ Choice of tolerances
･ Pivoting rules
Computes:
･ The value of the variables and the
objective function upon
termination, and returns the dual
variables
･
State of each constraint
･ Uniqueness and quality of solution
･ Multiple optimal solutions if they
exist
･ Number of iterations required
･ A final basis
･ Can generate iterations log and/or
final report, if requested
LPMT can be initialized with a starting
value, such as the solution to a
previous problem which is similar to
the one being solved. This feature can
dramatically reduce the number of
iterations required to find a feasible
starting point.
Requirements:
Requires GAUSS Mathematical &
Statiscal System (GAUSS) Version 4.0
or the GAUSS Engine/GAUSS Engine
Pro/GAUSS Engine for Workgroups/
GAUSS Enterprise Engine v 4.0.
Platforms:
Available for Windows, LINUX and
UNIX.

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