Controlling the Solver and Other Tools with VBA

VBA for Modelers: Developing Decision Support Systems with Microsoft Excel, 2nd Edition

Albright, VBA for Modelers, Microsoft Excel

by S. Christian Albright, published by Duxbury Press. ISBN 0-495-10683-6.This book is a favorite of ours.  It's a great introduction to Visual Basic for Applications (VBA) in Microsoft Excel, and how it can be used to control the Excel Solver -- or the Premium Solver products -- and build custom applications.  There are chapters providing models and VBA code for a wide variety of applications -- just a sample of these are Blending, Employee Scheduling, Product Mix, Production Scheduling, Network Flows and Capital Budgeting.  Other chapters feature securities-related applications such as Portfolio Optimization, Finding the Betas of Stocks, Pricing European and American Options, and even a Stock Trading Simulation.

Advanced Methods Used by Frontline's Solvers

The following books describe some of the advanced methods for global optimization and non-smooth optimizations used by Frontline's Solver Engines for the Premium Solver Platform and Solver SDK Platform.

Global Optimization in Action

Pinter, Global Optimization in Action

by Janos D. Pinter, published by Kluwer Academic Publishers. ISBN 0-7923-3757-3.

This book -- which won the 2000 INFORMS Computing Society Prize for Research Excellence -- describes the key elements of the research that led to the LGO Global Solver Engine for the Premium Solver Platform.  It describes the characteristics of global optimization problems, and a wide range of solution strategies that have been applied to them.  It focuses on adaptive partition strategies, including their theoretical convergence and practical implementation.  The book also discusses a number of applications of global optimization, including data classification, calibration of complex system models, solution of nonlinear systems, product mixture design, aggregation of expert opinions, and a range of problems from the water management industry.

Tabu Search

Glover and Laguna, Tabu Search

by Fred Glover and Manuel Laguna, published by Springer / Kluwer Academic Publishers. ISBN 0-7923-8187-4.

This book describes the original research that led (among other things) to the OptQuest Solver Engine for the Premium Solver Platform -- and that created the entire field of tabu search and scatter search.  It describes the use of short-term and long-term memory in tabu search, strategies such as intensification, diversification, strategic oscillation and path relinking.  It relates tabu search to integer programming methods, neural networks, genetic algorithms and simulated annealing.  Chapter 8 of the book describes a wide range of applications in planning and scheduling; telecommunications; transportation, routing and network design; manufacturing problems; optimizing structures; and efficient training of neural networks.

Scatter Search: Methodology and Implementations in C

Laguna and Marti, Scatter Search

by Manuel Laguna and Rafael Marti, published by Springer / Kluwer Academic Publishers. ISBN 1-402-07376-3.

This book describes the most recent research that led to the OptQuest Solver Engine for the Premium Solver Platform.  Scatter search contrasts with other evolutionary procedures, such as genetic algorithms, by providing unifying principles for joining solutions based on generalized path constructions in Euclidean space and by utilizing strategic designs where other approaches resort to randomization.  The book includes C source code of the methods introduced in each chapter.  Chapter 8 of the book describes a wide range of applications such as training neural networks, graph coloring, multi-objective bus routing, periodic vehicle loading and vehicle routing, job-shop scheduling, and multicommodity network design.

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