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| The Premium Solver V8.0 includes
support for the traditional VBA functions used to
programmatically control the Solver, such as SolverOK and
SolverSolve. But it also provides a new, high level,
object-oriented API (Application Programming Interface) for
optimization that complements the Risk Solver Engine
object-oriented API, and closely resembles the object-oriented
API of the Solver Platform SDK, Frontline’s Software
Development Kit for creating optimization and simulation models
in a programming language. The new
object-oriented API is more powerful and much more
convenient for programming the Solver than the traditional
VBA functions. For example, instead of writing VBA code using
the Excel object model to retrieve decision variable and
constraint values from cells on the worksheet, or obtain
sensitivity information from cells on a report worksheet, you
can simply reference an API object and property to retrieve each
of these values in an array in your program. |
The new object-oriented API offers
IntelliSense prompts in Excel VBA. |
Premium Solver Object Model
The Premium Solver makes available a hierarchy of
objects for describing optimization problems, as pictured to the
right. The Problem object represents the whole problem,
and the Model object represents the internal structure of the
model, which in the Premium Solver is defined by your formulas on
the spreadsheet. The Solver object represents the
optimization process – you call its Optimize method to find an
optimal solution. The Engine object represents either a
built-in or plug-in Solver engine. A Variable object
represents a range of one or more contiguous cells that contains
decision variables, while a Function object represents a
range of cells that contains either constraint left hand sides or
the objective. Each Problem has a collection of Variable objects,
and a collection of Function objects. An Evaluator represents
a function you write that the Solver will call on each iteration
(Trial Solution), or on each subproblem in a larger problem.
The Model has a collection of ModelParam
objects. An Engine has a collection of EngineParam
objects, each representing a single option or parameter of a
Solver engine. It also has an EngineLimit object, holding
problem size limits for this Solver engine, and an EngineStat
object, holding performance statistics for the last optimization
problem solved by this engine. An OptIIS object holds
results of an infeasibility analysis of the problem.
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Click on the Object Hierarchy
diagram to see it full size. |
Example VBA Code Using the Object Model
Below is an example of VBA code that could be
linked to a command button on the worksheet:
Private Sub CommandButton1_Click()
Dim prob As
New Problem
prob.Engine = prob.Engines("Standard LP/Quadratic")
prob.Engine.Params("MaxTime") = 600
prob.Solver.Optimize
MsgBox "Status = " & prob.Solver.OptimizeStatus
MsgBox "Obj = " & prob.FcnObjective.FinalValue(0)
For i = 0 To prob.Variables.Count – 1
For j = 0
To prob.Variables(i).Size - 1
MsgBox prob.Variables(i).FinalValue(j)
Next j
Next i
Set prob = Nothing
End Sub
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Product Overview
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