New and Unique with V10.5! Managing Solutions for Multiple Optimization and Simulation Problems

Users who build optimization or simulation models frequently want to solve many instances of these models with different data or parameters. For some time, Frontline’s Solvers have made it easy to solve multiple problem instances, but as with other software, the final solutions were obtained in memory and had to be used immediately for analysis or creating reports. V10.5 introduces an XML-based solution file that makes it easy to solve multiple problem instances on any machine, save, transfer and load solutions, and use solutions for analysis and reporting on any machine where Frontline’s software is running.

New and Unique with V10.5! Solving Problems on Supercomputing Clusters or in the Cloud
Risk Solver Platform V10.5 and Solver Platform SDK V10.5 include built-in support for high performance computing (HPC) clusters running Microsoft’s new Windows HPC Server 2008 R2. Risk Solver Platform includes easy-to-use menus and dialogs for connecting to a compute cluster, using it to solve problems, returning solutions to the desktop, and working with the solutions in Excel – just as if all the computing had been done on the desktop. Both Risk Solver Platform and Solver Platform SDK can run on a cluster’s compute nodes, and solve optimization and simulation problems submitted by users.

With Windows HPC Server 2008 R2 Service Pack 1, users who don’t have a large compute cluster in their company can create one “on the fly” by spinning up compute nodes as virtual machines on Windows Azure, and running Solver Platform SDK on those nodes to solve optimization and simulation problems. Once the problems are solved, the virtual machines are “spun down,” the user pays only for the time he or she uses them, and many IT maintenance issues simply disappear.

Enhanced with V10.5! Plug-in Solver Engines Offer Best-Ever Performance

V10.5 also includes major new releases of several large-scale Solver Engines that “plug into” Risk Solver Platform, Premium Solver Platform and Solver Platform SDK. The Gurobi Solver Engine V10.5 now solves quadratic (QP) and quadratic mixed-integer (QP/MIP) problems with remarkable speed. The XPRESS Solver Engine V10.5 offers a typical 50% performance gain over its previous version on linear, quadratic and mixed-integer models. The KNITRO Solver Engine V10.5 offers industry-leading performance on large-scale non-linear models, and takes advantage of the Intel Math Kernel Library (MKL) to exploit multiple processor cores and advanced features of Intel’s latest processors.

NEW and Unique!  Solver Platform SDK V10.5 has the ability to load Excel workbooks containing optimization and simulation models (created using one of our Excel products) and solve them anywhere, from desktop to server to cloud.  Excel is required to create your model, but it's not required on the target system; everything you need is contained with SolverSDK.dll.  Examples range from a .NET application running under Windows Server 2008 or SQL Server to a CGI for an Apache Web server under Linux.

Enhanced!  Solver Platform SDK V10.5 has built-in parallelized algorithms for both simulation and optimization, to take advantage of multi-core processors -- with no extra work on your part!  It includes parallel Monte Carlo simulation, parallel global optimization with the Multistart method and the GRG Nonlinear Solver, and parallel Branch & Bound for mixed-integer nonlinear problems.  The Evolutionary Solver in the SDK V10.5 is dramatically improved, with new algorithms, parallel global search, and parallel local search to take maximum advantage of multiple processor cores.

Best of all, your application written for previous versions of the SDK can advantage of multiple cores with no code changes on your part, as long as your Evaluator (callback) functions don't use their own global or static variables.  The SDK automatically calls your Evaluator on multiple threads, and arbitrates references your Evaluator makes on multiple threads to the SDK objects that define your problem.

Enhanced!  Solver Platform SDK V10.5 includes an LP/Quadratic Solver with faster methods for linear mixed-integer problems.  On a number of test problems, it solves LP/MIP problems on average twice as fast as our previous release.

Improved!  Solver Platform SDK V10.5 uses the new Reprise license manager (also used in Risk Solver Platform V10.5) in lieu of the old Sentinel license manager, offering more flexibility and stability and simpler, Internet-based license activation.

Recent!  Solver Platform SDK 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®!

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

Recent!  Solver Platform SDK 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.

Recent!  Solver Platform SDK 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.

Unique:  Solver Platform SDK 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:  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.  Solver Platform SDK features support for Microsoft .NET 2.0 and above, with legacy support for.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:  Solver Platform SDK helps you build desktop, server, and Web service applications easily and quickly, with tools like Microsoft Visual Studio 2008 and 2005, Visual Studio .NET 2003, and even 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:  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:  Solver Platform SDK 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!

Powerful:  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:  Solver Platform 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 Solver Platform SDK, and the new, field-installable MOSEK Solver Engine, widely regarded as the world's best Solver for SOCP problems.

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