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Solver Platform SDK - What's New in Version 7.2


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NEW!  The Solver Platform SDK Version 7.2 features greatly enhanced support for Monte Carlo simulation and simulation optimization.  Examples of both "simulation within optimization" and "optimization within simulation" are included -- in the full range of languages, from C++ and Visual Basic to C#, VB.NET, Java and MATLAB®!

NEW!  The Solver Platform SDK Version 7.2 supports the Optimization Services initiative.  It can read and write LP, QP and QCP (quadratically constrained) problems in the new XML-based OSiL format.

NEW!  The Solver Platform SDK Version 7.2 features a new, high-level Distribution object in its API that computes probability density (PDF) and cumulative probability (CDF) functions, supports shifting and truncation of distributions, and automatically fits distributions and their parameters to user-supplied sample data, for a wide range of commonly-used probability distributions.  More than 35 probability distributions are supported, and more than 20 of them can be fitted.

NEW!  The Solver Platform SDK Version 7.2 supports new risk measures for quantitative finance applications, including Mean Absolute Deviation, Semivariance and Lower Partial Moment, Semideviation, Value at Risk and Conditional Value at Risk.  Rank correlation matrix support is enhanced, with new methods to test and transform a matrix into positive semidefinite (PSD) form.

Enhanced!  The Solver Platform SDK Version 7.2 includes a comprehensive set of 35 examples that show you how to define and solve every type of optimization and simulation problem -- from linear / integer programming to efficient portfolios and simulation optimization.  We've even included source code of a high-performance Sudoku solver!

Unique:  The Solver Platform SDK offers deep support for today's most popular platforms and languages: Microsoft COM and .NET, Java and MATLAB, as well as C/C++, Visual Basic and other languages.  It's a true COM server, .NET assembly, and Java JNI component.  Version 7.2 features support for both Microsoft .NET 2.0 and .NET 1.1, and COM support for both 32-bit and 64-bit applications.  And it offers the only object-oriented MATLAB API for optimization.

Unique:  The Solver Platform SDK helps you build desktop, server, and Web service applications easily and quickly, with tools like Microsoft Visual Studio 2005, Visual Studio .NET 2003, Visual C++ 6.0 and Visual Basic 6.0.  Visual Studio Wizards help you get started right away, and IntelliSense helps you write correct code quickly instead of searching through manuals.

Unique:  The Solver Platform SDK offers a high-level object-oriented API that allows you to implicitly call upon the SDK's capabilities by simply defining your model, using the objects and properties provided by the SDK.  It reports errors by raising application-defined exceptions, so you don't have to write code to check every API call return value.

Powerful:  The Solver Platform SDK Version 7.2 features support for 64-bit and 32-bit Windows and for 64-bit and 32-bit Linux.  The new 64-bit versions empower you to solve problems of virtually unlimited size, that require more memory than 32-bit operating systems can handle!  Version 7.2 includes new licensing support for Windows Vista.

Powerful:  The Solver Platform SDK includes a new, far more powerful LP/Quadratic Solver that handles linear (LP), quadratic (QP) and mixed-integer (MIP) problems, with up to 8,000 variables (and up to 2,000 integer variables).  This Solver offers world-class performance in both speed on large problems, and robustness on poorly scaled problems.  It includes a powerful presolver, advanced primal and dual Simplex methods, and powerful Branch, Cut & Bound method for mixed-integer problems.

Powerful:  The SDK also includes new support for second order cone programming (SOCP) -- the natural generalization of linear and quadratic programming -- with new, easy to use second order cone (SOC) constraints, a new SOCP Barrier Solver built-in to the Solver Platform SDK, and the new, field-installable MOSEK Solver Engine, widely regarded as the world's best Solver for SOCP problems.

Back to Solver Platform SDK Product Overview

 
Platform Capabilities
What's New in Version 7.2
Problem Size and Speed
New Kinds of Problems
Upward Compatibility
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Object-Oriented API
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MPS, LP, OSiL Files
Server Applications
Monte Carlo Simulation
Linear Programming
Mixed-Integer Problems
Portfolio Optimization-QP
Conic Optimization-SOCP
Nonlinear Optimization
Global Optimization
Genetic Algorithms
Constraint Programming
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