Large-Scale SQP Solver Engine - Risk Solver Platform and Solver Platform SDKVersatile Large-Scale Nonlinear Solver Now Handles Non-Smooth ModelsFast solution of large-scale linear, integer, quadratic, conic, nonlinear, and even non-smooth problems.Frontline Systems is pleased to offer the Large-Scale SQP Solver Engine Version 9.0 for Microsoft Excel. If you have a wide range of problem types to solve, but you can afford only one large-scale Solver, the Large-Scale SQP Solver is your best choice! It's a new, extraordinarily powerful, field-installable Solver Engine that "plugs into" Risk Solver Platform and Premium Solver Platform for Excel, and takes special advantage of its new Polymorphic Spreadsheet Interpreter. You can also use it with our Solver Platform SDK to develop applications in a programming language, for one license price! It extends the power of our Solver Platform products to handle linear, quadratic, conic, smooth nonlinear, and non-smooth optimization problems, with no fixed limits on problem size. Version 9.0 solves non-smooth problems using an integrated hybrid Evolutionary Solver, and it solves global optimization problems using either the Evolutionary Solver or the "multistart" methods available in the Solver Platform products. And it supports integer variables and "alldifferent" constraints in any problem.
Fully CompatibleRisk Solver Platform and Premium Solver Platform are 100% upwardly compatible from the standard Excel Solver. Your existing models can be solved with no changes, faster and more easily than before. And your VBA code designed to control the standard Solver will work as-is with Risk Solver Platform or Premium Solver Platform and the LSSQP Solver Engine -- just select the LSSQP Solver interactively or in your VBA code. Huge Capacity, Outstanding SpeedNo Solver is more versatile than the Large-Scale SQP Solver. You'll be able to solve linear, integer, quadratic, conic, smooth nonlinear, and even non-smooth optimization problems far larger than the standard Excel Solver, or even Risk Solver Platform alone -- with no fixed limits on variables and constraints -- with the Large-Scale SQP Solver Engine. And you'll be amazed at the fast solution times you can obtain: Some problems with many thousands of variables and constraints will solve in just seconds! The Large-Scale SQP Solver can also solve very large smooth nonlinear programming (NLP) problems, far faster than Premium Solver Platform's GRG Solver, or even the Large-Scale GRG Solver Engine. It uses a world-class implementation of the Sequential Quadratic Programming (SQP) method to solve smooth NLP problems. The Large-Scale SQP Solver has no fixed limits on problem size, but the degrees of freedom (the number of variables minus the number of constraints that are binding at the solution) in a problem for this Solver should not exceed about 20,000 (that's ten times the capacity of earlier versions!). For nonlinear problems, the Large-Scale SQP Solver can use the new Polymorphic Spreadsheet Interpreter in Risk Solver Platform and Premium Solver Platform to obtain partial derivatives of the problem functions (the Jacobian matrix) at each major iteration or Trial Solution. This yields huge benefits in speed and accuracy -- up to ten times faster or more than without the Polymorphic Spreadsheet Interpreter! Fast Problem Setup for Linear ModelsLarge linear programming models often spend most of their time in problem setup, then reach a solution quickly. With some work in designing your model to use certain common functions (like SUM and SUMPRODUCT), the Large-Scale SQP Solver Engine can give you a really awesome speedup -- as much as 100 times faster! But since the Large-Scale SQP Solver can use the new Polymorphic Spreadsheet Interpreter in Risk Solver Platform and Premium Solver Platform to extract the LP coefficients of your model, you may get most of this speed benefit without redesigning your model at all! What's more, the coefficients are up to twice as accurate as they were without the Polymorphic Spreadsheet Interpreter. Mixed Linear / Nonlinear Models: Breakthrough PerformanceOften, large nonlinear optimization models include many linear or partially linear constraints, or variables that occur linearly in the objective or in some of the constraints. The Large-Scale SQP Solver is designed for outstanding performance on such models. Using the comprehensive information available from the Polymorphic Spreadsheet Interpreter in Risk Solver Platform and Premium Solver Platform on the objective and constraints depend on each variable, it can automatically break down your model into linear and nonlinear parts, and solve each part using the best algorithms from both linear programming and nonlinear optimization. the result is breakthrough performance, far beyond the level of earlier spreadsheet solvers. Now Handles Mixed Linear / Nonlinear / Nonsmooth ModelsUsers often build large Excel models that have some some-smooth functions, such as IF, CHOOSE or LOOKUP, or database functions that depend on the decision variables. Only some non-smooth functions such as IF, MIN and MAX can be automatically transformed by the Polymorphic Spreadsheet Interpreter in Risk Solver Platform and Premium Solver Platform. But the Large-Scale SQP Solver includes an integrated hybrid Evolutionary Solver that uses genetic algorithms to optimize non-smooth problems. Using information from the Interpreter, the Large-Scale SQP Solver uses genetic algorithm methods to deal with non-smooth or discontinuous variable occurrences, and the SQP method for smooth nonlinear, quadratic and linear variable occurrences -- even in the same constraint or objective function! This potent combination allows you to get results for large, complex models that might have seem "impossible" before. New Options and TolerancesThe Large-Scale SQP Solver offers several new options and tolerances to improve speed and give you better control of the solution process. The Treat Constraints as Linear and Treat Objective as Linear options allow you to bypass evaluation of the Jacobian matrix at each major iteration, and achieve speeds characteristic of linear programming Solvers on LP and QP problems. The Large-Scale SQP Solver includes a world-class implementation of sparse matrix active-set methods, with modern matrix factorization, for lightning-fast solution of these problems. The Bypass Solver Reports option allows you to save time on runs when you don't need to produce report information. Other new options and tolerances control the Evolutionary Solver and the multistart methods for global optimization. Comprehensive User GuideIn addition to the User Guide that comes with Risk Solver Platform, you'll receive our Solver Engine User Guide that describes several field-installable Solver engines, including the Large-Scale SQP Solver. This guide provides complete information on Large-Scale SQP Solver options, the various messages which the Large-Scale SQP Solver can return, how to diagnose problems, and how to control the Large-Scale SQP Solver from VBA in Excel, or from our Solver Platform SDK. Order or Upgrade Today!Prices. The Large-Scale SQP Solver Engine V9.0 solves linear, integer, quadratic, conic, smooth nonlinear, and non-smooth problems, with no fixed limits on the number of variables and constraints. For pricing information, click on Excel Software and Support Prices. If you are ordering for several users, ask us about quantity discounts and Flexible Use Licenses. What's Included. The Large-Scale SQP Solver Engine supports all recent versions of Excel (Excel 2007, Excel 2003, Excel XP and Excel 2000) on Windows NT / 2000 / XP, Windows Server 2003, Windows Vista or Windows 7. It comes with a comprehensive User Guide (covering several field-installable Solver engines) and extensive online Help. You can order today with a 30-day money-back guarantee. Annual Support Contracts. An Annual Support Contract for the Large-Scale SQP Solver V9.0 is required for the first year, and at all times in order to obtain software upgrades and technical support beyond basic installation assistance. An Annual Support Contract includes:
Evaluation Versions. If you want to "try before you buy," simply register by filling out a simple form, then download and run the V9.0 EngineSetup program. If you don't already own Risk Solver Platform or Premium Solver Platform (which is required in order to run the LSSQP Solver Engine), you can also download and run the V9.6 RSPSetup program. You'll receive an evaluation license code which will allow you to use a full featured, full capacity, full speed version of Risk Solver Platform and the LSSQP Solver Engine 15 days, free of charge. You can also download and run the V9.0 SDK Setup program, and use the Solver Platform SDK with the LSSQP Solver Engine for 15 days. Product Upgrades. If you own an older version of Risk Solver Platform, Premium Solver Platform or Solver Platform SDK and the Large-Scale SQP Solver Engine, you'll receive an automatic upgrade to V9.0 at no extra charge if you have a current Annual Support Contract (if you aren't current, see our instructions for "catching up" on annual support). Competitive Upgrades. If you own another "Solver" product for Microsoft Excel, click here for Competitive Upgrade Prices! Contact Us Today: Display or print our Order Form in PDF format, send us email at info@solver.com, call us at (775) 831-0300, or send a fax to (775) 831-0314. |
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