A World-Class Linear, Quadratic, Conic, and Convex Nonlinear Solver for Risk Solver Platform and Solver SDK Platform

MOSEK Solves Large-Scale LP, QP, QCP, SOCP and Convex problems.

Frontline Systems is pleased to offer the MOSEK Solver Engine, for use inside and outside Microsoft Excel. The MOSEK Solver is a field-installable Solver Engine that "plugs into" Risk Solver Platform and Premium Solver Platform for Excel, and takes advantage of its new Polymorphic Spreadsheet Interpreter. You can also use it with our Solver SDK Platform to develop applications in a programming language, for one license price!

It extends the power of our Solver Platform products to solve linear (LP), quadratic (QP), quadratically constrained (QCP), second order cone programming (SOCP), and smooth convex nonlinear optimization problems, with no fixed limits on the number of variables and constraints.  And it supports integer variables and "alldifferent" constraints in both Platforms.

Fully Compatible

Risk Solver Platform and Premium Solver Platform are 100% upwardly compatible from the standard Excel Solver. Your existing models can be solved with no changes, faster and more easily than before.  And your VBA code designed to control the standard Solver will work as-is with Risk Solver Platform or Premium Solver Platform and the MOSEK Solver Engine -- just select the MOSEK Solver interactively or in your VBA code.

Solve Linear, Quadratic and New Conic Optimization Problems with Lightning Speed

You'll be able to solve linear, quadratic, quadratically constrained, second order cone programming, and smooth convex nonlinear optimization problems, hundreds to thousands of times larger than the standard Excel Solver -- with no fixed limits on variables and constraints in the MOSEK Solver Engine.

And you'll be amazed at the fast solution times you can obtain:  The MOSEK Solver usually matches the Large-Scale LP/QP Solver and other world-class LP Solvers on linear programming (LP) and linear mixed-integer programming (LP/MIP) problems, and it is widely regarded as the world's best Solver for quadratically constrained and second order cone programming problems.

The MOSEK Solver takes maximum advantage of the new Polymorphic Spreadsheet Interpreter in Risk Solver Platform and Premium Solver Platform to obtain second partial derivatives of the problem functions (the Hessian matrix) at each major iteration or Trial Solution.  On quadratic and SOCP problems, the Hessian matrices are constant -- once they are obtained, the MOSEK Solver is as lightning-fast on these problems as it is on linear programming problems!

New Options and Tolerances

The MOSEK Solver offers many new options and tolerances to improve speed and give you better control of the solution process, whether you are solving a linear or quadratic programming problem, an SOCP problem, or a convex nonlinear problem.  Options for Branch and Bound, Preprocessing and Probing, and Cut Generation methods help you speed the solution of mixed-integer problems.  The Bypass Solver Reports option allows you to save time on runs when you don't need to produce report information.

Comprehensive User Guide

In addition to the User Guide that comes with Risk Solver Platform, you'll receive our Solver Engine User Guide that describes several field-installable Solver engines, including the MOSEK Solver.  This guide provides complete information on MOSEK Solver options, the various messages which the MOSEK Solver can return, how to diagnose problems, and how to control the MOSEK Solver from VBA in Excel, or from our Solver SDK Platform.

Prices.  The MOSEK Solver Engine solves linear (LP), quadratic (QP), quadratically constrained (QCP), and second order cone programming (SOCP) problems, plus smooth convex nonlinear programming problems, with no fixed limits on variables and constraints.  For pricing information for all Solver Engines, please see our Product Catalog.  If you are ordering for several users, ask us about quantity discounts and Flexible Use Licenses.

What's Included.  The Large-Scale LP/QP Solver Engine supports Excel 2013 Preview (32-bit and 64-bit), Excel 2010 (32-bit and 64-bit), Excel 2007, and Excel 2003 on Windows 7, Windows Vista, Windows XP, and Windows Server 2008.  It comes with a comprehensive User Guide and extensive online Help.  And, like all Frontline Systems products, it includes a 30-day money-back guarantee.

Annual Support Contracts.  An Annual Support Contract for the MOSEK Solver Engine is required for the first year, and at all times in order to obtain software upgrades and technical support beyond basic installation assistance.  An Annual Support Contract includes:

• A limited warranty for the functionality and performance of the software product
• All software upgrades for the product released during the contract term
• Ability to trade in this product for an even more powerful Excel Solver product