One of the biggest enhancements in What’sBest 10 is the new Stochastic Programming (SP) capabilities. Stochastic Programming allows users to incorporate uncertainty into their optimisation models. In addition to the SP interface, the new release has a number of solver performance enhancements.

The new Stochastic Programming capabilities will be included in a new Stochastic Programming option. So like LINDO API 6.0, What’sBest will now have four available options: Barrier, Nonlinear, Global and Stochastic Programming.

* New Stochastic Programming Capabilities - New features allow modeling and optimization for models with uncertain elements via multistage stochastic linear, nonlinear and integer stochastic programming (SP). Benders decomposition is used for solving large linear SP models. Deterministic equivalent method is used for solving nonlinear and integer SP models. Support is available for over 20 distribution types (discrete or continuous).

* Statistical Sampling - Sample directly from various statistical distributions. Variance reduction with Latin-Hyper-Cube and Anti-thetic variates sampling. Generation of correlated samples via Pearson, Spearman, or Kendall correlation measures. Pseudo random uniform generation via a choice of three different generators.

* Faster Linear Solvers - Large linear models solve an average of 20% faster with improved Primal and Dual Simplex solvers.

* Substantial Integer Solver Improvements - The Integer Solver is an average of 50% faster on a broad range of integer models. Substantial improvements have been made to all heuristics for finding close to optimal solutions quickly. There have also been significant improvements in cut generation for certain types of special model structures.

* Global Solver Improvements - The Global Solver has seen significant improvement in the handling of nonlinear models with quadratic terms, especially non-convex quadratic expressions.

* Support of Excel version 2007’s Expanded Number of Rows and Columns - What’sBest models can be laid out over a larger area to take advantage of the increased rows and columns in Excel 2007. The maximum number of rows and columns are 16384 columns and 1048576 rows.

* List Best Solutions to Integer Models - A new feature allows What’sBest to return a list of the best solutions to integer models. The user can scroll through the solutions, examine them, and select the one of most interest based on the value of a tradeoff variable.

* Support for Semi-continuous Variables and Special Ordered Sets - Semi-continuous variables can take a value of 0 or lie within some non-negative range. Special Ordered Sets (SOS) are sets of binary variables that are of type SOS1 (at most one nonzero), SOS2 (at most two nonzero and adjacent) and SOS3 (variables must sum to 1).

* New Multiple Language Support ­ - The user can specify the language for the What’sBest menu and error messages to be English, French or Chinese.

Updates for existing What'sBest users are at 20% of the standard license price.