Frontline Systems, Excel Solver, optimization software, Solver Excel, simulation software
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From Frontline Systems, developers of the Excel Solver.

Solver tutorials

Learn to use optimization for resource allocation, and Monte Carlo simulation for risk analysis of your model.


 

Select the Best Solver SDK Product for Your Needs

Select the Best SDK Solver Product

Given that you plan to define your model in a program written in Visual Basic or C/C++, VB.NET or C#, or Java or MATLAB, your best choice is the Solver Platform SDK.  The SDK is a great tool for both modeling risk analysis problems that can be solved with Monte Carlo simulation, and for modeling resource allocation problems that can be solved with optimization.

If your problem involves an optimization model of some size, let's consider the last two questions we posed earlier: 

  • What type of problem (linear programming, nonlinear optimization, etc.) do you want to solve?
  • What size of problem (number of decision variables and constraints) do you want to solve?

Problem Types

The type of optimization problem you have depends on:

  • The types of mathematical relationships (e.g. linear, nonlinear or nonsmooth) between your objective and constraints and your decision variables.
  • The types of decision variables (real-valued or integer) you have in your model.
  • The type of solution you want -- globally optimal or locally optimal -- for nonlinear optimization problems.

If you're not sure what type of problem you have, click on Optimization Problem Types for an in-depth discussion.  But you may want to start with Frontline Systems' Solver Platform SDK, because it bundles together several Solvers that together will handle all types of optimization problems up to certain size limits.  Click on Frontline Systems Solvers for Developers for further information.

Problem Sizes

The size of your problem is measured by the number of decision variables and the number of constraints.  If you have not yet defined your model in these terms, you may not know its size -- see below for ideas on estimating problem size.

If your problem is small to medium size, you can develop your application using a single licensed copy of our Solver Platform SDK, then purchase runtime licenses for the specific Solver you need.  If your problem is relatively large, you can use a large-scale Solver Engine that "plugs in" to the Solver Platform SDK.  Click on Frontline Systems Solvers for Developers for further information.

Often -- though not always -- the number of decision variables will be greater than the number of constraints and will determine the "size limit;" also, it may easier to estimate the number of decision variables up-front.  To understand what kind of decision variables you may have, take our Solver Tutorial, paying special attention to the page Defining a Model.

< Back to Select the Best Product for Your Needs

Tools for Optimization:

Risk Solver Platform is an integrated superset of Premium Solver Platform and Risk Solver with best-of-breed simulation, best-of-breed optimization, and new stochastic programming and robust optimization capabilities you can't get anywhere else.

Premium Solver Platform, our premier tool for conventional optimization, uses new PSI Technology to automatically analyze and transform your Excel model. It solves every type and size of problem, using built-in and plug-in Solver Engines.

Premium Solver, our basic upgrade for the Excel Solver, solves up to 10X larger problems at much higher speed, and solves new kinds of problems with our Evolutionary Solver.

Tools for Simulation:

Risk Solver Platform is an integrated superset of Premium Solver Platform and Risk Solver with best-of-breed simulation, best-of-breed optimization, and new stochastic programming and robust optimization capabilities you can't get anywhere else.

Risk Solver Premium integrates all the features of Premium Solver and Risk Solver, with far superior optimization and higher performance, easier to use simulation, for about the same price as competitive products for Monte Carlo simulation.

Risk Solver is the easiest and fastest tool available for risk analysis of your Excel models, using Monte Carlo simulation. Evaluate thousands of scenarios in seconds, and see instantly updated charts and statistics, each time you ask "what if".

Software Developer Tools:

Solver Platform SDK makes it easy to solve any type or size of optimization problem in your Visual Basic, VB.NET, C/C++, C#, Java, or MATLAB program. And it's easy to deploy your application with our flexible licensing for software vendors and corporate developers.

To Learn More:

For instant access to our white papers, example models, full-text User Guides, and to download free 15-day trial versions of our software products whenever you're ready, register now with no obligation.
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