Introduction To Lingo Optimization Solver

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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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