Solver Support - Recommended Books - VBA and Advanced Optimization MethodsRecommended BooksControlling the Solver and Other Tools with VBA
by S. Christian Albright, published by Duxbury Press. ISBN 0-495-10683-6.This book is a favorite of ours. It's a great introduction to Visual Basic for Applications (VBA) in Microsoft Excel, and how it can be used to control the Excel Solver -- or the Premium Solver products -- and build custom applications. There are chapters providing models and VBA code for a wide variety of applications -- just a sample of these are Blending, Employee Scheduling, Product Mix, Production Scheduling, Network Flows and Capital Budgeting. Other chapters feature securities-related applications such as Portfolio Optimization, Finding the Betas of Stocks, Pricing European and American Options, and even a Stock Trading Simulation. Advanced Methods Used by Frontline's SolversThe following books describe some of the advanced methods for global optimization and non-smooth optimizations used by Frontline's Solver Engines for the Premium Solver Platform and Solver Platform SDK.
by Janos D. Pinter, published by Kluwer Academic Publishers. ISBN 0-7923-3757-3. This book -- which won the 2000 INFORMS Computing Society Prize for Research Excellence -- describes the key elements of the research that led to the LGO Global Solver Engine for the Premium Solver Platform. It describes the characteristics of global optimization problems, and a wide range of solution strategies that have been applied to them. It focuses on adaptive partition strategies, including their theoretical convergence and practical implementation. The book also discusses a number of applications of global optimization, including data classification, calibration of complex system models, solution of nonlinear systems, product mixture design, aggregation of expert opinions, and a range of problems from the water management industry.
by Fred Glover and Manuel Laguna, published by Springer / Kluwer Academic Publishers. ISBN 0-7923-8187-4. This book describes the original research that led (among other things) to the OptQuest Solver Engine for the Premium Solver Platform -- and that created the entire field of tabu search and scatter search. It describes the use of short-term and long-term memory in tabu search, strategies such as intensification, diversification, strategic oscillation and path relinking. It relates tabu search to integer programming methods, neural networks, genetic algorithms and simulated annealing. Chapter 8 of the book describes a wide range of applications in planning and scheduling; telecommunications; transportation, routing and network design; manufacturing problems; optimizing structures; and efficient training of neural networks.
by Manuel Laguna and Rafael Marti, published by Springer / Kluwer Academic Publishers. ISBN 1-402-07376-3. This book describes the most recent research that led to the OptQuest Solver Engine for the Premium Solver Platform. Scatter search contrasts with other evolutionary procedures, such as genetic algorithms, by providing unifying principles for joining solutions based on generalized path constructions in Euclidean space and by utilizing strategic designs where other approaches resort to randomization. The book includes C source code of the methods introduced in each chapter. Chapter 8 of the book describes a wide range of applications such as training neural networks, graph coloring, multi-objective bus routing, periodic vehicle loading and vehicle routing, job-shop scheduling, and multicommodity network design. |
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.
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. |
Solver.com
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.
Copyright © 2009 Frontline Systems, Inc.