Contact:  Daniel Fylstra
Frontline Systems 775-831-0300

News Release

INCLINE VILLAGE, NV -- October 19, 2009 -- Frontline Systems is shipping Version 9.0 of its Solver Platform SDK and eight new Solver Engines, featuring new parallelized algorithms to exploit multi-core processors for high-performance optimization and Monte Carlo simulation/risk analysis applications. Trial versions are available for download from

Solver Platform SDK (Software Development Kit) makes Frontline's full suite of Solvers for optimization and Monte Carlo simulation available to developers using today's most popular platforms and languages: C/C#/C++, Visual Basic/VB.NET, Java and MATLAB, and other languages.  Frontline's eight large-scale Solver Engines V9.0 "plug into" Solver Platform SDK V9.0 as well as Risk Solver Platform V9.5 and its subset Premium Solver Platform V9.5 for Microsoft Excel.

"We've made it easy for application developers to get the most from modern multi-core processors, in compute-intensive optimization and simulation applications," said Daniel Fylstra, President of Frontline Systems. "Whether they're solving linear mixed-integer or nonlinear optimization problems, or Monte Carlo simulation or simulation optimization problems, Solver Platform SDK and our Solver Engines provide high-performance parallelized algorithms on both Windows and Linux, with no extra work for our users."

Five Bundled Solvers for Optimization, Plus a Monte Carlo Simulation Engine

Solver Platform SDK features five bundled Solver Engines for optimization and simulation -- far more than other "callable libraries" -- including a Simplex Solver for LP/QP/MIP (linear, quadratic and mixed integer) problems up to 8,000 variables, a Barrier Solver for QCP/SOCP (quadratically constrained and second order cone programming) problems up to 2,000 variables, a GRG Nonlinear Solver for NLP (smooth nonlinear) problems up to 500 variables, Frontline's leading Evolutionary Solver for arbitrary NSP (non-smooth) problems up to 500 variables, and a high-performance Monte Carlo simulation engine, with multiple random number generators, sampling from more than 35 analytic probability distributions, rank-order correlation of dissimilar distributions, and a wide range of automatically computed statistics for results.

Deep Support for Popular 32-bit and 64-bit Development Platforms

Solver Platform SDK offers broad and deep support for Microsoft .NET, COM and Java, technologies which are often not well supported by other optimization "callable libraries." The SDK offers IntelliSense Help for its object-oriented API, in Microsoft Visual Studio, Visual C++ and Visual Basic 6, as well as JavaDoc Help.  COM, .NET and Java can be used in both 32-bit and 64-bit versions of the SDK and Solver Engines.  Linux-based developers can use C++ with the gcc compilers to easily build 32-bit or 64-bit applications.  And the SDK includes deep, cross-platform support for MATLAB®, the popular technical computing language from The MathWorks Inc.

To help developers get up and running quickly, the SDK includes a comprehensive set of 35 examples that show developers how to define and solve every type of optimization and simulation problem -- from linear programming to efficient portfolios and simulation optimization -- in every supported language:  C, C+, C#, Visual Basic, VB.NET, Java, and MATLAB.

Parallelized Algorithms Solve Single Problems Faster on Multi-core Processors

Solver Platform SDK has been used for many years to solve multiple optimization problems concurrently, on behalf of multiple users, in Web server and Intranet server applications.  Other optimization software, and some simulation software has offered similar capabilities.  But this "reentrant" or "thread-safe" operation does not directly help solve a single challenging optimization or simulation problem faster, even when multiple cores or processors are available.  To do this, the Solver algorithms themselves must be parallelized, spreading the computational effort of a single problem across multiple processors.

To Frontline's knowledge, Solver Platform SDK V9.0 and Risk Solver Platform V9.5 are the first commercial optimization software products to offer this kind of built-in, general-purpose parallel operation on single problems, especially for nonlinear and non-smooth optimization and stochastic optimization.  Both products implement a variety of parallel methods:

  • Multi-core Monte Carlo simulation and simulation optimization
  • Multi-core global optimization using Multistart methods with the GRG Nonlinear Solver
  • Multi-core Branch & Bound search for mixed-integer nonlinear optimization problems
  • Multi-core global search and local search in Frontline's Evolutionary Solver, for non-smooth optimization problems

The application developer using Solver Platform SDK does not have to write code for multiple threads of execution, synchronization and the like -- the hard work of parallel programming.  He or she simply writes ordinary sequential code to evaluate the optimization or simulation model for one set of input values.  Solver Platform SDK automatically handles division of the work and assembly of results across multiple threads, as well as synchronous access to the SDK's object model.  In fact, many existing SDK applications can be "enabled for multi-core," with higher performance, by simply using V9.0 without changing any code.

Solver Engines V9.0 Support Excel, MATLAB, Programming Languages

Frontline's eight large-scale Solver Engines V9.0 "plug into" Solver Platform SDK V9.0, as well as Risk Solver Platform V9.5 and its subset Premium Solver Platform V9.5 for Microsoft Excel, to solve problems with hundreds of thousands, or even millions of variables and constraints. Unlike other software for optimization and simulation, Frontline's Solver Engines can be used with Excel, MATLAB, Java, all .NET and COM languages, and conventional procedural programming languages -- all for the price of one license.  Nearly all of the Solver Engines feature improved performance in V9.0, but especially notable are the Gurobi Solver Engine V9.0 for linear mixed-integer (LP/MIP) problems, based on the Gurobi Solver 2.0 which has set new performance records for solving these problems, and the Large-Scale SQP Solver Engine V9.0, which benefits from an integrated version of Frontline's Evolutionary Solver with greatly improved sequential and parallel algorithms for difficult non-smooth optimization problems.

Pricing and Licensing Simplifies Deployment of Corporate and ISV Applications

A single user development license for the Solver Platform SDK, for either Windows or Linux, is just $1,495 in the United States and €1,725 and £1,145 in Europe, plus 33% required first-year annual support per configuration (32-bit or 64-bit) which drops to 20% after the application is developed and deployed. Concurrent user development licenses are also available. Single user runtime licenses start at half the cost of development licenses; flexible concurrent use, capacity-based runtime licenses are also available. Runtime software license management and pricing -- often problematic with other "callable libraries" -- is simple and straightforward with the Solver Platform SDK. Frontline has developed special programs for both corporate developers -- who typically deploy applications 'in-house' to their own people, and for ISVs (independent software vendors) -- who typically deploy applications externally to other firms, with a goal of easing the path to application deployment. Both Frontline-provided and ISV-provided license managers are supported by the SDK. Further details are available from Frontline Systems.

About Frontline Systems, Inc.

Frontline Systems, Inc. ( is a leading developer of optimization and simulation software, and the leader in spreadsheet optimization software that helps analysts and managers optimally allocate scarce resources - money, equipment, and people - to realize substantial cost savings. Frontline developed the solvers/optimizers in Microsoft Excel, Lotus 1-2-3 and Quattro Pro, distributed to more than 400 million spreadsheet users.

Founded in 1987, Frontline is headquartered in Incline Village, Nevada (775-831-0300 or

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