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Introduction To Lingo Optimization Solver

Lingo is a software tool for mathematical optimization that allows users to build and solve optimization models. It provides an integrated environment where users can write optimization models in the Lingo modeling language, build and edit the models, and solve them using Lingo's built-in solvers. The document introduces Lingo and provides an example optimization model of a toy production problem. It formulates the model mathematically, translates it into Lingo code, and shows the solution obtained after running the model. Finally, it extends the toy production example by adding a minimum demand constraint and solving the updated model.

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Sinedine MX
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153 views20 pages

Introduction To Lingo Optimization Solver

Lingo is a software tool for mathematical optimization that allows users to build and solve optimization models. It provides an integrated environment where users can write optimization models in the Lingo modeling language, build and edit the models, and solve them using Lingo's built-in solvers. The document introduces Lingo and provides an example optimization model of a toy production problem. It formulates the model mathematically, translates it into Lingo code, and shows the solution obtained after running the model. Finally, it extends the toy production example by adding a minimum demand constraint and solving the updated model.

Uploaded by

Sinedine MX
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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INTRODUCTION TO LINGO

OPTIMIZATION SOLVER
OUTLINE
• Introduction about lab session
• Lingo
• Introduction
• Installation
• Miscellaneous
• Example
• Assignment
INTRODUCTION
• What We Need?
• Laptop
• Windows OS
• Software
• Lingo
• Microsoft Excel
ABOUT LINGO?
• A comprehensive tool designed to
make building and solving
mathematical optimization models
easier and more efficient
• Provides a completely integrated
package that includes
• a powerful language for expressing
optimization models,
• a full-featured environment for
building and editing problems,
• a set of fast built-in solvers capable
of efficiently solving most classes of
optimization models.
INSTALLATION?
INSTALLATION?
INSTALLATION?
INSTALLATION?
MISCELLANEOUS
• User Interface

Your Model Is Written HERE!


MISCELLANEOUS
• User Manual
EXAMPLE
• Formulation
• Minimize
• 2 𝑥1 + 3 𝑥2 + 0.5𝑥3
• Subject to:
• 𝑥1 + 3𝑥3 ≥ 10
• 2𝑥2 + 2𝑥3 ≥ 15
• 𝑥1 + 𝑥2 ≥ 12
EXAMPLE
• Code

Press this button to


solve the model
OR
Press ctrl+u using
keyboard
EXAMPLE
• Solution
ASSIGNMENT
• Toy Production Problem • 𝑥𝐴 : number of units of product
type A
Product Man- Machine Profit
Power • 𝑥𝐵 : number of units of product
Type A 3h 1h 25 SR type B
Type B 2h 4h 15 SR

Availability 70 h 110 h • Total Profit: 25 𝑥𝐴 + 15 𝑥𝐵


• Man-Power availability: 3 𝑥𝐴 +
2 𝑥𝐵 ≤ 70
• Machine availability: 𝑥𝐴 + 4 𝑥𝐵 ≤
110
FORMULATION
• Maximize
• Total Profit: 25 𝑥𝐴 + 15 𝑥𝐵
• Subject to:
• 3 𝑥𝐴 + 2 𝑥𝐵 ≤ 70
• 𝑥𝐴 + 4 𝑥𝐵 ≤ 110
• 𝑥𝐴 , 𝑥𝐵 𝐼𝑁  Additional Constraint
CODE & SOLUTION
ASSIGNMENT EXTENDED
• What if the minimum total demand is 25?
ASSIGNMENT EXTENDED
• Additional Constraint:
• 𝑥𝐴 + 𝑥𝐵 ≥ 25

• Code:
ASSIGNMENT EXTENDED
• Solution
TO BE CONT..

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