Contact:  Daniel Fylstra
Frontline Systems 775-831-0300

News Release

INCLINE VILLAGE, NV -- February 20, 2007 -- Frontline Systems is shipping Version 7.1 of its Solver Platform SDK, featuring enhanced capabilities for Monte Carlo simulation and simulation optimization, support for a new XML-based proposed standard -- OSiL -- for optimization problems, and enhanced aids for application developers. Trial versions are available for download from

The 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: Microsoft COM and .NET, Java and MATLAB, as well as C/C#/C++, Visual Basic/VB.NET and other languages. Unlike other "callable library" optimizers, the SDK features easy-to-use wizards to help developers get started quickly, and a new object-oriented API (Application Programming Interface) that greatly enhances developer productivity.

"We've worked hard to make the Solver Platform SDK the premier development tool for both resource allocation models using optimization, and risk analysis models using simulation," said Daniel Fylstra, President of Frontline Systems. "And we've ensured that the SDK continues to support the latest technologies, from Windows Vista and .NET to the new Optimization Services initiative."

Five Bundled Solvers for Optimization

The 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, and Frontline's leading Evolutionary Solver for arbitrary NSP (non-smooth) problems up to 500 variables.

New Power for Monte Carlo Simulation and Simulation Optimization

Version 7.1 greatly extends the Solver Platform SDK's capabilities for Monte Carlo simulation and simulation optimization. The SDK now supports more than 35 analytic probability distributions, and it can automatically fit more than 20 of these distributions (and their parameters) to user-supplied data.  Statistics computed for simulation outputs are extended to include confidence intervals, and "risk measures" often used in quantitative finance applications such as semivariance, semideviation, Value at Risk, and Conditional Value at Risk.  Examples of both "simulation within optimization" and "optimization within simulation" are included with the SDK -- in the full range of supported programming languages.

New Support for OSiL from the Optimization Services Initiative

The SDK Version 7.1 can read and write linear (LP), quadratic (QP), and quadratically constrained (QCP) optimization problems in a new XML-based file format known as OSiL, proposed as an industry standard as part of the Optimization Services initiative, a project spearheaded by researchers at the University of Chicago and Northwestern University.  The SDK V7.1 is the first commercial product to ship with support for OSiL, but products from other vendors are expected very soon. Optimization Services (OS) seeks to define a standard "language" for expressing optimization models, problem instances, and results.  Its goal is to create a common framework for distributed Web services that use optimization.  OSiL is the OS language for expressing problem instances.  It is more flexible than older "de facto standards" such as MPS format and LP format, because it can express nonlinear optimization problems as well as linear and quadratic problems.  After OS is formally launched, future SDK versions are expected to support nonlinear (NLP) problems in OSiL format.

New Aids Help Developers Get Up and Running Quickly

Since Frontline has found that application developers prefer, above all else, working source code examples that they can explore and extend, the SDK Version 7.1 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 addition to basic examples, the SDK includes extended examples for portfolio optimization -- charting the "efficient frontier", master-slave problems -- for the "cutting stock" problem, and the challenging Traveling Salesman Problem.  Even a high-performance Sudoku solver is included! -- and all of the examples include full source code in all supported programming languages.

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

Unlike other optimization "callable libraries" that offer limited compatibility with platforms such as Microsoft .NET, COM and Java, the Solver Platform SDK offers broad and deep support for these platforms. The SDK includes optimization and simulation Wizards, and IntelliSense Help for its object-oriented API, in Visual Studio 2005 and 2003, Visual C++ and Visual Basic 6, as well as JavaDoc Help. Version 7.1 supports both .NET 2.0 and .NET 1.1, and includes both 32-bit and 64-bit versions of the SDK and built-in Solver Engines. Developers can use the compilers in Visual Studio 2005, or the gcc compilers in Linux, to easily build 32-bit or 64-bit applications.  And the Solver Platform SDK includes deep, cross-platform support for Sun Java and for MATLAB®, the popular technical computing language from The MathWorks Inc.

Multiple Solver Engines Support Excel, MATLAB, Programming Languages

Frontline's seven large-scale Solver Engines Version 7.0 "plug into" the Solver Platform SDK V7.1 as well as the Premium Solver Platform for 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.

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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