WHIZARD

From NEOS

Linear Programming, Mixed-Integer Programming

WHIZARD is the general purpose optimizer for Ketron's mathematical programming system, MPSIII. It is also known as C-WHIZ and MIPIII. 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 or 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 apprpopriate. 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.

Platforms. WHIZARD runs on PC's, many workstations, and IBM mainframes. The C-coded WHIZARD (C-WHIZ) runs on all of these platforms; the original mainframe WHIZARD is written in assembly language for even greater efficiency.

On the PC, a Windows GUI provides a familiar front-end to the optimizers, it is particularly useful when you are exploring the solution controls for a new or troublesome model. The GUI gives you access to several utilities including a powerful matrix editor, MATEDIT, for viewing and even modifying your matrix and SOLVIEW for interactively viewing the optimal solution.

Need more info? Contact:

• Ketron Optimization
• Optimal Software, LLC
• 45573 Shepard Drive, #201
• Sterling, VA 20164-4409 USA
• Phone: 703 433 1310 Fax: 703 433 1312
• email: info@ketronms.com
• url: www.ketronms.com

Reference:

User's Reference Manual for C-WHIZ, Ketron Management Science, August 2000 User's Reference Manual for MIPIII, Ketron Management Science, August 2000 Manuals are downloadable from www.ketronms.com .