We're pleased to introduce Version 12.0 of Frontline Solvers -- exploiting new technology in CPUs, GPUs and cloud servers, and making truly advanced optimization and simulation analytics even more accessible to non-specialists.
Works with Excel 2013
Of course, Frontline’s Solvers V12.0 are upward compatible from the Solver included in Excel, which Frontline developed for Microsoft, and they work with Excel 2007 and Excel 2010. But they also work with Excel 2013 Preview Edition, available as a free download for 'public beta' testing and evaluation, as a part of Office 2013 Preview, and with the RTM (Release to Manufacturing) version that will be available in early 2013. There are nearly 50 new built-in computational functions in Excel 2013 -- and our PSI Interpreter has been upgraded to support all of these functions.
Evolutionary Solver: Genetic Algorithms and Tabu/Scatter Search
We've made the biggest enhancements ever in our Evolutionary Solver in V12.0. It now includes both genetic algorithm based methods, and tabu search and scatter search methods. You can choose either set of methods via a new Task Pane option, and find out which methods work best on your model. Both methods also take advantage of classical linear, smooth nonlinear, and derivative-free optimization methods for local search. Note: In V12.0 for a newly created model, the Evolutionary Solver's default choice under "Global Search" is Scatter Search; change this choice to Genetic Algorithm if you want to use the GA-based methods.
Exploiting Massively Parallel GPUs for Even Faster Solutions
The Evolutionary Solver was one of the first tools to exploit multi-core CPUs in our V9.5 release in 2009. Now the Evolutionary Solver is again first to exploit massively parallel GPUs (graphics processing units such as Nvidia GeForce and AMD Radeon devices), for even faster performance in its local search algorithms. You may already have one of these devices in your desktop or laptop PC, but it's been used only for faster graphics and gaming -- until now. Read more about GPU support in the Evolutionary Solver V12.0.
New Decomposition Method Solves Largest-Ever Stochastic Linear Programs
Since its 2008 debut, Risk Solver Platform has featured uniquely powerful methods for solving linear programming problems with uncertainty (usually called stochastic LPs). Besides automatically formulating and solving the so-called “deterministic equivalent” problem for a stochastic LP, Risk Solver Platform offered the first-ever commercial implementation of robust optimization methods for these problems, handling both chance constraints and recourse decision variables.
Now in V12.0, Risk Solver Platform goes even further to offer the stochastic decomposition algorithm, first created by Dr. Suvrajeet Sen and Dr. Julia Higle, as a third – highly scalable – approach for solving stochastic LPs. Stochastic decomposition has been used to solve the largest examples of stochastic LPs ever solved, on any platform. Risk Solver Platform V12.0 now brings this power, in easy-to-use form, to the typical Excel user.
Visualizing Solutions for Uncertain Objectives and Recourse Constraints
As you probably know, Risk Solver Platform has a unique ability to solve stochastic optimization models with recourse decision variables -- models that accurately describe many real-world plans and decisions, but that cannot even be defined in many competitive products, let alone solved. Visualizing the solution to such a model has been a challenge, since recourse decisions have many different optimal values, corresponding to different realizations of uncertainty.
In V11.5, Risk Solver Platform introduced built-in charts and statistics for recourse decision variables. In V12.0, we've extended this capability to include built-in charts and statistics for uncertain objectives and recourse constraints (constraints that depend on recourse decision variables). Most other software for stochastic optimization offers little to support the need for visualization -- but Risk Solver Platform V12.0 offers comprehensive visualization support.
All Frontline Solvers V12.0 can Solve on Desktops or Cloud-Based Servers
The biggest change in V12.0 is the ability to easily solve your optimization or simulation model, either on your own desktop PC, or on a server run by your company or by Frontline Systems. Why solve your model on a remote server? You might be able to use a more powerful machine, or make use of a large-scale Solver Engine license that is available on the server -- it offers you more flexibility.
Risk Solver Platform, Premium Solver Platform, Risk Solver Pro and Premium Solver Pro now include a client that can talk to our Solver Server, which is part of Solver SDK Platform V12.0. This is very easy to use -- you simply select "Run on a Solver Server" from the dropdown menu below the Optimize and Simulate buttons on the Ribbon. Your Excel workbook model is automatically uploaded to the server, and solved by an appropriate Solver Engine on the server. The solution is downloaded to your PC and automatically updates your workbook in Excel.