Premium Solver Platform - What's New in Version 10.x

What's New in Version 10.x

NEW!  Premium Solver Platform V10.x has full support for 32-bit and 64-bit Excel 2010, as well as Excel 2007.  These are the biggest Excel upgrades in at least 10 years, with everything from a new "ribbon" based user interface to huge worksheets with 16,384 columns and 1,048,576 rows - far beyond the 256 column and 65,536 row limits in previous Excel releases. This makes it much easier to lay out your models on a worksheet, without having to split up large tables of information.

NEW!  Premium Solver Platform V10.x includes Guided Mode, a new facility to help you understand and use the software's advanced capabilities.  You can also get online Help for every Solver Result message and error message in the Output pane, every Platform option and Solver Engine option, and every element of your optimization model in the Task Pane Model tab.  The V10.x startup screen, which appears during your initial trial, includes links to open Help or the User Guide, open a wide range of example worksheet models, or watch our video tutorials.

NEW!  Premium Solver Platform V10.x has a deeply parallelized software design to exploit the multi-core processors in modern PCs to analyze and solve larger models, faster than ever before.

  • Multi-Core Global Optimization:  When you use the Multistart methods for global optimization with the GRG Nonlinear Solver or with the LSGRG, LSSQP or KNITRO Solvers, Premium Solver Platform V10.x will exploit multiple processor cores to run multiple nonlinear optimizations in parallel.
  • Multi-Core Nonlinear Optimization:  Even when you’re solving a single smooth nonlinear optimization with the GRG Nonlinear Solver or with the LSGRG, LSSQP or KNITRO Solvers, Premium Solver Platform V10.x is significantly faster -- it will exploit multiple processor cores to speed up gradient computations via parallelized automatic differentiation.
  • Multi-Core Mixed Integer Nonlinear Solutions:  Premium Solver Platform V10.x’s standard Branch & Bound algorithm, which is used by the GRG Nonlinear, LSGRG and LSSQP Solvers, has been parallelized to exploit multiple processor cores on mixed-integer nonlinear (MINLP) problems.
  • Multi-Core Non-Smooth Optimization:  Premium Solver Platform V10.x provides parallelized function evaluation and parallelized local search searches to Solver Engines – and these services are exploited in a major way by our redesigned Evolutionary Solver (see below).

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.

Enhanced in V10.5! Improved Support for Shared Probability Distributions

In V10.5, Frontline continues its leading-edge support for shared probability distributions, used in simulation and stochastic optimization applications, stored in the DIST 1.1 format described at www.probabilitymanagement.org – an emerging standard now supported by other software vendors such as Oracle and SAS. In Risk Solver Platform V10.5, it is easier than ever to produce and consume arrays of DIST-based probability distributions in a model, and use them in ultra-fast Monte Carlo simulations in Excel – 10 to 100 times faster than most other software.

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.

Faster! The LP/Quadratic Solver in Premium Solver Platform includes a wide range of improvements in presolve, preprocessing, cut generation and heuristics for LP/MIP problems.  These methods are now automatically selected under overall user control – making them much easier to use.  Now you can set just three LP/Quadratic Solver options – Preprocessing, Cuts, and Heuristics – to gain the benefit of these methods.  As usual with LP/MIP problems, performance is very model-dependent – but overall, you can expect a significant speed improvement on your LP/MIP problems.  We expect many user models will solve twice as fast as in V9.0.

Faster! The Evolutionary Solver has been redesigned to deeply exploit the search possibilities afforded by multiple processor cores.  In addition to improvements in its algorithms, 'balance of effort' heuristics, and stopping rules, the Evolutionary Solver in Premium Solver Platform V10.x now uses a parallelized (and 'vectorized') global search and a parallelized local search to find much better solutions in the same time.  As usual with NSP problems, performance is very model-dependent – but solution times are very significantly improved.  On a quad-core PC, we expect solutions at least twice as fast on many user models.

Improved!  Premium Solver Platform V10.x includes new facilities for sensitivity analysis of your Excel model, that can be used before even starting an optimization or simulation model.  It is especially easy to identify the model parameters with the most impact on your computed results – you can simply select any formula cell, and choose Parameters – Identify from the Ribbon to quickly find the input cells with the greatest impact on this formula, ranked and shown in a Tornado chart.  You can choose some of these input cells to serve as Sensitivity Parameters, and then produce reports and charts that show the impact on computed results of varying these parameters over a range you specify.

Improved!  Premium Solver Platform V10.x uses InstallShield 2010 technology and code-signing to simplify installation in many corporate environments.  It uses a new license manager, from Reprise Software, that offers simpler and more reliable trial licenses, plus the convenience of Internet-based license activation.  For customers with Flexible Use (“concurrent user”) licenses, we have a new License Server to work with this license manager.

What's New in Other Recent Versions

Powerful:  Premium Solver Platform 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.

More Flexible!  Premium Solver Platform supports Solver models spread across multiple worksheets in a workbook, with decision variables and constraints on any worksheet. Different models may be defined on each worksheet, and each model can include variables and constraints on any sheet in a workbook.  Solver reports, previously limited to 65,536 rows, are now automatically 'wrapped' and may be of virtually unlimited size, even in Excel 2000-2003. Report generation is typically 5-7 times faster for models of a few thousand variables, and many times faster for larger models.

Improved!  Premium Solver Platform can deliver multiple solutions, not just a single best solution, for integer programming and global optimization problems. The best integer solutions ('incumbents') for MIP problems, locally optimal solutions for global optimization problems, or best final population members for non-smooth problems solved with the Evolutionary Solver can be viewed in a worksheet report, or easily accessed in your VBA code via the new object-oriented API.

New!  Premium Solver Platform supports a new, optional style for defining optimization models with functions on the worksheet. You can move easily between the traditional interactive modeling style and the new functions such as PsiVar(), PsiObj() and PsiCon(), or between the new functions for optimization and Risk Solver Engine's functions for simulation.

New!  Interactive Optimization enables Premium Solver Platform to re-optimize your model each time you change a number on the spreadsheet. For small to medium size models, this is not only a convenience - it can be a real decision aid: You'll find that insights about your model, and decisions you can make, start to flow intuitively, when you can quickly see the impact of changing a parameter on the optimal solution.

New API!  Premium Solver Platform features a new objected-oriented API (application programming interface), accessible from Excel VBA, that matches the object-oriented API of the Solver Platform SDK, our flagship product for developing optimization and simulation using modern programming languages such as C#, C++, VB.NET, Java and MATLAB. The new API makes it much easier to develop powerful custom applications in Excel, and to move applications from Excel to a programming language.

Unique in Premium Solver Platform

Unique: Premium Solver Platform includes Frontline's Polymorphic Spreadsheet Interpreter that replaces the core of Excel with a dramatically improved ability to analyze your spreadsheet models for linear, quadratic, smooth nonlinear, and nonsmooth functions -- and, in a research breakthrough not available in any other commercial software, automatically determine (in many cases) whether your nonlinear model is convex -- the key property that makes it possible to solve your model quickly and reliably, to very large size.

Unique:  And if your model uses common Excel functions like IF, MIN. MAX, ABS, AND, OR and NOT and comparison operators, that make the model nonsmooth and cause problems for conventional optimizers, Premium Solver Platform can automatically transform your model to an equivalent form that replaces these functions with additional variables and linear constraints.  You simply check a box to "Solve Transformed Model" and click Solve -- the Polymorphic Spreadsheet Interpreter does the work of an expert operations research analyst and transforms your model into one that can be solved faster and more reliably!

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

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