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,
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
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.