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LINGO 8.0 Software Tutorial efficiently build and solve linear, nonlinear,

and integer optimization models

Created by:

Anne Hummel

Kris Thornburg

An Optimization model consists of 3 parts ! A cookie store can produce drop cookies and decorated

cookies, which sell for $1 and $1.50 apiece,

Objective Function respectively. The two bakers each work 8 hours per day

and can produce up to 400 drop cookies and 200 decorated

A single formula that describes exactly what the cookies. It takes 1 minute to produce each drop cookie

and 3 minutes to produce each decorated cookie. What

model should optimize combination of cookies produced will maximize the

baker's profit? ;

Variables

Quantities that can be changed to produce the MAX = 1*Drop + 1.5*Deco;

Constraints Deco <= 200;

formulas that define the limits on the values of the 1/60*Drop + 3/60*Deco <=16;

variables

Comments in the model are initiated with an Once the model has been entered into the

exclamation point (!) and appear in green text

Model Window, it can be solved by:

LINGO specified operators and functions appear

in blue text clicking the Solve button

All other text is shown in black Selecting Solve from the LINGO menu

Each LINGO statement must end in a semi-semi-colon Using the ctrl+s keyboard shortcut

(;)

Variable names are not case-

case-sensitive and must

begin with a letter (A-

(A-Z) Errors (if any) will be reported

1

LINGO Solver Status Window LINGO Solution Report Window

If no errors are found, the LINGO Solver Close the Solver Status window to see the

Status window appears Solution Report window

Zero if a constraint is completely satisfied as How much the objective function would

an equality degrade if one unit of a variable (not included

Positive shows how many more units of the in the current solution) were to be included

variable could be added to the optimal Dual Price

solution before the constraint becomes an How much the objective function would

equality improve if the constraining value is increased

Constraint has been violated if negative by one unit

LINGO allows you to group many SETS section must be defined before any

instances of the same variable into sets of the set members are used in the

Example: If a model involved 27 delivery model’s constraints

trucks, then these 27 trucks could be Primitive set example:

described more simply as a single set

SETS:

Sets may also include attributes for each

Trucks/TR1..TR27/:Capacity;

member, such as the hauling capacity for

each delivery truck ENDSETS

2

Using Sets (cont.) Set Looping Statement Examples

SETS: This @FOR statement sets the hauling capacity for all 27

delivery trucks in the Trucks set to at most 3000 pounds

Product/X Y/;

Machine/L M/; TOTAL_HAUL=@SUM(Trucks(J): Capacity(J));

Make(Product Machine)/X L, X M, This @SUM statement calculates the total hauling

Y M/; capacity from the individual trucks

ENDSETS

ENDSETS

Set numbers

Attributes for sets DATA:

Scalar variable parameters X = 1, 2, 3;

Y = 4, 5, 6;

ENDDATA

All variables in a LINGO model are @GIN – any positive integer value

considered to be non-

non-negative and @BIN – a binary value (ie

(ie,, 0 or 1)

continuous unless otherwise specified @FREE – any positive or negative real

LINGO’s four variable domain functions value

can be used to override the default @BND – any value within the specified

domain for given variables bounds

3

LINGO Operators and Functions Mathematical Functions

There are three types of operators that @ABS(X) – returns the absolute value of X

LINGO uses @SIGN(X) – returns -1 if X is negative and +1 if

X is positive

Arithmetic

@EXP(X) – calculates eX

Logical

@LOG(X) – calculates the natural log of X

Relational @SIN(X) – returns the sine of X, where X is the

angle in radians

@COS(X) – returns the cosine of X

@TAN(X) – returns the tangent of X

financial, probability, and import/export

SETS:

functions ITEMS / ANT_REPEL, BEER, BLANKET,

BRATWURST, BROWNIES, FRISBEE, SALAD,

WATERMELON/:

These are commonly used in more INCLUDE, WEIGHT, RATING;

advanced models ENDSETS

Knapsack (cont.)

DATA:

WEIGHT, RATING =

1, 2

3, 9

4, 3

3, 8

3, 10

1, 6

5, 4

10, 10;

KNAPSACK_CAPACITY = 15;

ENDDATA

4

Questions?

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