Nonlinear Solver
Introduction
LINDO API is the first full-featured callable solver to offer general nonlinear capabilities. LINDO API includes a number of ways to find locally or globally optimal solutions to nonlinear models.
For nonlinear programming models, the primary underlying technique used by LINDO API's optional nonlinear solver is based upon a Generalized Reduced Gradient (GRG) algorithm. However, to help get to a good feasible solution quickly, LINDO API also incorporates Successive Linear Programming (SLP). The nonlinear solver takes advantage of sparsity for improved speed and more efficient memory usage. The Nonlinear license option is required to solve nonlinear models.