excel solver
optimization
simulation
excel solver, global optimization, Interval Solver

   solver.com

Frontline Systems, Inc.  

quadratic programming, portfolio optimization, quadratic solver 
Developers of Your Spreadsheet's Solver  
robust optimization, stochastic programming, simulation optimization
   
global search, clustering methods, Krawcyzk operator

Solver Technology - Global Optimization


Interval Newton, multistart methods, constraint propagation
hull consistency, box consistency, continuous branch and bound

 
Home
Register
What's New
Solver Tutorial
Solver Technology
Select a Product
Excel Users
MATLAB Users
Developers
Government Users
Academic Users
Press/Analysts
Privacy Policy
 

 

 
Frontline Systems' optimizers solve global optimization problems (with smooth or continuous functions) using these methods:
 
bullet Multistart Methods
bulletInterval Methods
bullet Continuous Branch and Bound
bullet Genetic and Evolutionary Algorithms
bullet Tabu Search and Scatter Search

For an explanation of these types of problems, please see Optimization Problem Types: Global Optimization.

The standard Microsoft Excel Solver and the Premium Solver do not offer built-in facilities for solving global optimization problems.

Multistart Methods

The Premium Solver Platform uses Multistart methods in conjunction with the nonlinear GRG Solver to solve global optimization problems, specifically multi-level single linkage (MSL) and an extension called topographic MSL.

The Large-Scale GRG Solver makes use of the Multistart methods in the Premium Solver Platform to solve larger global optimization problems.  The Large-Scale SQP Solver and the KNITRO Solver also make use of the Multistart methods to solve still larger-scale global optimization problems.

Interval Methods

The Premium Solver Platform includes an Interval Global Solver that uses the Moore-Skelboe Interval Branch and Bound method to solve global optimization problems.  It employs a variety of methods to tighten bounds on regions or reduce the size of "boxes," including the mean value form and the Interval Newton method with the Krawczyk operator, the linear enclosure form and the Simplex method for linear enclosures of constraints, and interval constraint propagation using both hull consistency and box consistency methods.

Continuous Branch and Bound

The LGO Global Solver uses Continuous Branch and Bound to solve global optimization problems, in conjunction with a repertoire of other methods such as adaptive random search, a local search using an exact penalty function, an exact primal nonlinear search, and a search based on sequential model linearization.

Genetic and Evolutionary Algorithms

The Premium Solver Platform and the Large-Scale SQP Solver use an Evolutionary Solver, based on genetic algorithms, to solve smooth and nonsmooth global optimization problems.  The Evolutionary Solver's capabilities are described in Solver Technology: Nonsmooth Optimization.

Tabu Search and Scatter Search

The OptQuest Solver Engine uses Tabu Search and Scatter Search to solve smooth and nonsmooth global optimization problems.  The OptQuest Solver's capabilities are described in Solver Technology: Nonsmooth Optimization.

Next:  Nonsmooth Optimization

Back to Technology Summary

To Learn More:
For instant access to example models, full-text User Guides, and to download free 15-day trial versions of our software products whenever you're ready, you can register now.
User Type
Email Address
Name First Last
Company University
Phone

Trial version passwords are sent to the above email address: See Privacy Policy.
Our Premium Solver Platform works with existing Excel Solver models, solves much larger problems up to hundreds of times faster, and solves new kinds of problems via Evolutionary Solver.  Solver Engines plug into the Premium Solver Platform.
   
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.
  genetic algorithm, evolutionary algorithm   tabu search, scatter search
spreadsheet solver
scarce resources