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.