We're pleased to introduce Version 12.0 of Solver SDK Platform -- our most significant release in many years. Besides exploiting new technology such as GPUs and delivering new analytic algorithms such as stochastic decomposition to bring you better, faster solutions, we've extended the SDK -- a traditional "callable library" or Software Development Kit -- to provide a Web Service API, and a pre-built Solver Server, capable of accepting and executing requests to solve optimization and simulation models from multiple clients concurrently.
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.
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
Solver SDK Platform has offered the ability to solve simulation optimization problems for many years. It could also solve the stochastic programming deterministic equivalent, and the robust counterpart of a stochastic linear programming model, but only in the form of an Excel workbook models create with Risk Solver Platform. Now in V12.0, you can formulate stochastic LPs directly in the SDK's object-oriented API, and solve them using the most powerful and scalable algorithm available: stochastic decomposition, first created by Dr. Suvrajeet Sen and Dr. Julia Higle. Stochastic decomposition has been used to solve the largest examples of stochastic LPs ever solved, on any platform. We've brought this power to you in an easy-to-use form.
New XML/SOAP-Based Web Service API
The new Web Service API in V12.0 is based on XML and SOAP (Simple Object Access Protocol) standards. The Solver Server included with the SDK exposes a standard WSDL (Web Service Description Language) file that many compilers can use to automatically build “client-side proxy” code to call the Web Service, as if it were a local optimization or simulation library. It’s straightforward to create a ‘zero-footprint’ application that defines a model on a web page, for use in a browser or mobile phone, and solves the model using the Web Service.
Solver Server Queues and Processes Multiple Requests
Solver Server accepts multiple, concurrent connections from Web Service clients, handles API calls to define a model ‘on the fly’ or upload a model in as an MPS, LP, or OSiL file or an Excel workbook, and queues these requests as ‘jobs’ for execution. Depending on the available licenses, it will create multiple ‘worker threads’ to process these jobs, running optimizations and simulations, and queuing the results for return to the callers. Your Web Service clients can stay connected and obtain progress information on the solution of their models, or disconnect after sending the problem and re-connect later to retrieve the results.
Frontline Solvers for Excel V12.0 as Web Service Clients
A client for the SDK’s Web Service API, able to ‘talk to’ Solver Server V12.0, is built-in to each of Frontline’s Solvers for Excel V12.0: Risk Solver Platform, Premium Solver Platform, Risk Solver Pro and Premium Solver Pro. This allows Frontline’s Excel users to take advantage of the Solver Server without doing any programming. Users can simply select ‘Run on a Solver Server’ from the dropdown menu below the Optimize and Simulate buttons on the Ribbon.
Admin Client to Easily Administer Solver Servers
An administrative client program for the Solver Server is also included with the SDK V12.0. Using this client, you can easily check the status and progress of optimization and simulation requests queued for execution or completed, allocate ‘certificates’ to clients that enable them to make use of the Solver Server’s licenses, and perform other tasks.
In summary, Solver SDK Platform V12.0 includes everything you need to start creating and solving optimization and simulation problems ‘over the wire’, as well as on local desktop PCs.