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Lingo_18_Users_Manual.pdf

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  • 发布时间：2021-01-05
  • 实例类别：一般编程问题
  • 发 布 人：zykzykzyk
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 相关标签： Manual LINGO User LIN go
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【实例简介】LINGO的API

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【核心代码】

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Contents
Contents................................................................................................................................................ iii
Preface ................................................................................................................................................. vii
New Features ........................................................................................................................................ xi
for LINGO 18.0 ...................................................................................................................................... xi
1 Getting Started with LINGO............................................................................................................ 1
Getting Started on Windows............................................................................................................. 1
Getting Started on a Mac ................................................................................................................. 9
Getting Started on Linux................................................................................................................. 20
Creating and Solving a Model in LINGO ........................................................................................ 32
Examining the Solution Report....................................................................................................... 46
Intro to LINGO’s Modeling Language............................................................................................. 48
Additional Modeling Language Features........................................................................................ 60
Indicating Convexity and Concavity ............................................................................................... 64
Maximum Problem Dimensions...................................................................................................... 65
How to Contact LINDO Systems .................................................................................................... 66
2 Using Sets...................................................................................................................................... 67
Why Use Sets?............................................................................................................................... 67
What Are Sets? .............................................................................................................................. 67
The Sets Section of a Model .......................................................................................................... 68
The DATA Section.......................................................................................................................... 74
Set Looping Functions.................................................................................................................... 75
Set-Based Modeling Examples ...................................................................................................... 82
Summary.......................................................................................................................................101
3 Using Variable Domain Functions ..............................................................................................103
Integer Variables ...........................................................................................................................103
Free Variables...............................................................................................................................124
Bounded Variables ........................................................................................................................129
SOS Variables...............................................................................................................................130
Cardinality .....................................................................................................................................134
Semicontinuous Variables.............................................................................................................134
Positive Semi-Definite Matrices.....................................................................................................136
4 Data, Init and Calc Sections ........................................................................................................141
The DATA Section of a Model.......................................................................................................141
The INIT Section of a Model..........................................................................................................146
The CALC Section of a Model.......................................................................................................147
Summary.......................................................................................................................................153
iv CONTENTS
5 Menu Commands..........................................................................................................................155
Accessing Menu Commands.........................................................................................................155
Menu Commands In Brief..............................................................................................................158
Menu Commands In Depth ...........................................................................................................162
1. File Menu...................................................................................................................................162
2. Edit Menu ..................................................................................................................................180
3. Solver Menu ..............................................................................................................................193
4. Window Menu............................................................................................................................316
5. Help Menu.................................................................................................................................320
6 Command-Line Commands.........................................................................................................326
The Commands In Brief ................................................................................................................326
The Commands In Depth ..............................................................................................................328
7 LINGO’s Operators and Functions..............................................................................................429
Standard Operators.......................................................................................................................429
Mathematical Functions ................................................................................................................433
Financial Functions .......................................................................................................................436
Probability Functions .....................................................................................................................436
Variable Domain Functions ...........................................................................................................439
Set Handling Functions .................................................................................................................440
Set Looping Functions...................................................................................................................445
Interface Functions........................................................................................................................447
Distributions...................................................................................................................................448
Report Functions ...........................................................................................................................454
Date, Time and Calendar Functions..............................................................................................465
Matrix Functions............................................................................................................................469
Miscellaneous Functions ...............................................................................................................483
8 Interfacing with External Files.....................................................................................................487
Cut and Paste Transfers ...............................................................................................................487
Text File Interface Functions .........................................................................................................489
LINGO Command Scripts..............................................................................................................497
Specifying Files in the Command-line ...........................................................................................500
RunLingo.......................................................................................................................................502
Redirecting Input and Output ........................................................................................................505
Managing LINGO Files..................................................................................................................505
9 Interfacing With Spreadsheets....................................................................................................507
Importing Data from Spreadsheets................................................................................................507
Exporting Solutions to Spreadsheets ............................................................................................512
OLE Automation Links from Excel.................................................................................................520
Embedding LINGO Models in Excel..............................................................................................524
Embedding Excel Sheets in LINGO ..............................................................................................530
Summary.......................................................................................................................................534
CONTENTS v
10 Interfacing with Databases ..........................................................................................................535
ODBC Data Sources .....................................................................................................................536
Importing Data from Databases with @ODBC..............................................................................543
Importing Data with ODBC in a PERT Model................................................................................545
Exporting Data with @ODBC ........................................................................................................547
Exporting Data with ODBC in a PERT Model................................................................................550
11 Interfacing with Other Applications............................................................................................555
The LINGO Dynamic Link Library..................................................................................................555
User Defined Functions.................................................................................................................599
12 Developing More Advanced Models ...........................................................................................603
Production Management Models...................................................................................................604
Logistics Models............................................................................................................................620
Financial Models ...........................................................................................................................627
Queuing Models ............................................................................................................................644
Marketing Models ..........................................................................................................................652
13 Programming LINGO....................................................................................................................661
Programming Features..................................................................................................................661
Programming Example: Binary Search .........................................................................................708
Programming Example: Markowitz Efficient Frontier.....................................................................712
Programming Example: Cutting Stock...........................................................................................719
Programming Example: Accessing Excel......................................................................................725
Summary.......................................................................................................................................732
14 Stochastic Programming...........................................................................................................733
Multistage Decision Making Under Uncertainty.............................................................................733
Recourse Models ..........................................................................................................................735
Scenario Tree................................................................................................................................737
Monte Carlo Sampling...................................................................................................................739
Setting up SP Models....................................................................................................................740
Language Features for SP Models................................................................................................741
Declaring Distributions ..................................................................................................................743
Gas Buying Example.....................................................................................................................750
Stock Option Example...................................................................................................................761
Investing Under Uncertainty Example ...........................................................................................770
Chance-Constrained Programs (CCPs) ........................................................................................777
15 On Mathematical Modeling..........................................................................................................791
Solvers Used Internally by LINGO.................................................................................................791
Type of Constraints .......................................................................................................................792
Local Optima vs. Global Optima....................................................................................................794
Smooth vs. Nonsmooth Functions.................................................................................................800
Guidelines for Nonlinear Modeling ................................................................................................801
vi CONTENTS
Appendix A: Additional Examples of LINGO Modeling..................................................................803
Appendix B: Error Messages .........................................................................................................893
Appendix C: Bibliography and Suggested Reading.....................................................................949
Acknowledgements............................................................................................................................951
Index....................................................................................................................................................953

标签： Manual LINGO User LIN go

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