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New World-Class High Performance Linear Programming Optimizer
- New, state of the art constrained dense Linear Programming Optimizer
- World’s fastest dense LP solver in a general mathematical library
- Includes MPS format reader to facilitate usage with large optimization problems
- Studies using 91 dense LP problems from Netlib produced the following robustness and performance results:
ScaLAPACK (Scalable Linear Algebra PACKage) Integration
- Gives users easy access to MPI-enabled algorithms, and allows them to write parallel code without needing to know parallel programming
- New “SCALAPACK_SETUP” function automatically configures MPI and ScaLAPACK and combines with other convenience routines to allow non-expert users to solve large problems on distributed systems while avoiding many of the messy details
LAPACK Integration
- Provides easy access to SMP-enabled algorithms and allows users to write parallel code without needing to know parallel programming algorithm names
Intel® Math Kernel Library (Intel MKL) Included
- Access MKL through its integration with IMSL or directly
- Convenient for users of all Intel platforms
Mersenne Twister random number generator
- Algorithm featuring fast generation of very high quality pseudorandom numbers, predominantly used within financial applications
SuperLU for Sparse Linear Algebra
- A direct solver for large sparse systems of linear equations
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