Select the Best SDK Solver Product
Given that you plan to define your model in a program written in Visual Basic or C/C++, VB.NET or C#, or Java or MATLAB, your best choice is Solver SDK Platform. The SDK is a great tool for both modeling risk analysis problems that can be solved with Monte Carlo simulation, and for modeling resource allocation problems that can be solved with optimization.
If your problem involves an optimization model of some size, let's consider the last two questions we posed earlier:
- What type of problem (linear programming, nonlinear optimization, etc.) do you want to solve?
- What size of problem (number of decision variables and constraints) do you want to solve?
The type of optimization problem you have depends on:
- The types of mathematical relationships (e.g. linear, nonlinear or nonsmooth) between your objective and constraints and your decision variables.
- The types of decision variables (real-valued or integer) you have in your model.
- The type of solution you want -- globally optimal or locally optimal -- for nonlinear optimization problems.
If you're not sure what type of problem you have, click on Optimization Problem Types for an in-depth discussion. But you may want to start with Frontline Systems' Solver SDK Platform, because it bundles together several Solvers that together will handle all types of optimization problems up to certain size limits. Click on Frontline Systems Solvers for Developers for further information.
The size of your problem is measured by the number of decision variables and the number of constraints. If you have not yet defined your model in these terms, you may not know its size -- see below for ideas on estimating problem size.
If your problem is small to medium size, you can develop your application using a single licensed copy of our Solver SDK Platform, then purchase runtime licenses for the specific Solver you need. If your problem is relatively large, you can use a large-scale Solver Engine that "plugs in" to the Solver SDK Platform. Click on Frontline Systems Solvers for Developers for further information.
Often -- though not always -- the number of decision variables will be greater than the number of constraints and will determine the "size limit;" also, it may easier to estimate the number of decision variables up-front. To understand what kind of decision variables you may have, take our Solver Tutorial, paying special attention to the page Defining a Model.