Whizard - Mainframe LP Optimizer

Overview of MPSIII
C-Whiz Optimizer
Mixed Integer
Modeling Languages, Dataform & OML
Oml Library Optimizers and Model Building
Technical Support
Mainframe Optimizer for Linear Programming and MIPIII

WHIZARD is the general purpose optimizer for Ketron Optimization mathematical programming system, MPSIII. It is the parent of the C-WHIZ and MIPIII for PC's and Workstations. There is a stand-alone version; a callable library version, OML; and a version that is integrated into the model management system, DATAFORM.

Linear programming. The linear programming algorithms are: primal simplex, dual simplex, and network simplex. Matrix supersparsity is uniquely exploited to minimize memory consumption; this lets you solve a larger problem in a smaller machine. An automatic presolve process reduces a model to its essential core, resulting in dramatically reduced solution times. WHIZARD chooses between two factorization algorithms, P4 and Markowitz, depending on the size and difficulty of the model.

Mixed-Integer Programming. The mixed-integer component uses the branch-and-bound algorithm with bound projection; branch-and-cut is also available for use where appropriate. Discrete variable types recognized are: zero/one, bivalent, general integer, semicontinuous, SOS1, and SOS2. Extensive user guidance is possible through priority list, starting integer solution, and numerous solution control parameters. The user has a wide choice of options for branching control and stopping conditions; restarts are extremely easy.

Input, Output. WHIZARD accepts standard MPS format and equation form input; mixed-integer markers are recognized in the MPS input. A more efficient MPSIII proprietary format is available through DATAFORM and OML. A wide variety of outputs (Solution, Ranging, ...) are produced in formats to meet your needs: text, binary, and proprietary formats.

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