Microsoft Solver Foundation 2.1
Microsoft Solver Foundation v2.1 Standard Edition | 55 Mb
Solver Foundation - software that is designed for mathematical programming, simulation and optimization. This.NET / CLR-based structure provides a rich set of tools, services and engines in order to help companies in their continuous search for operational efficiency, profitmaximization, and risk management. Solver Foundation is designed to help businesses make strategic decisions. It gives its users the advantage of convenient tools,stable computational mathematics (numerically) solver technology and deep integration with the ubiquitous information systems workers, such as, like MicrosoftOffice.
Solver Foundation is a pure, managed code runtime for mathematical programming, modeling, and optimization. This .NET / CLR based framework provides a rich setof tools, services, and engines to aid companies in their continuous quest for operational efficiency, profit maximization, and risk management. Solver Foundation isdesigned to help businesses make strategic decisions. It affords its users the advantage of easy to use tools, numerically stable solver technologies and deepintegration with ubiquitous information worker systems like Microsoft Office. Solver Foundation uses a declarative programming model, consisting of simple compatibleelements that are solved by application of solvers, meta-heuristics, search techniques, and combinatorial optimization mechanisms to accelerate the solution findingprocess. Building a model in Solver Foundation is as simple as specifying the decisions to be made, constraints to be respected, the goals to be used to evaluatecandidate proposals (solutions) and the data to be processed by the model (historical or projected parameters). This can be done from any CLS-compatible language andthe modeler does not need to understand anything about the details of solver technologies or search strategies. The separation of concerns is total, providing a highdegree of modularity. Solver Foundation consists of a series of layered services that efficiently divide the work of modeling and solving. The following system diagramdescribes the extensible architecture.
As innovations in solver technology emerge, they can be transparently and easily integrated into the runtime and frameworkwithout refactoring or recompilation. The service layers include programming and modeling services for NETfx Developers and Excel 2007 users, services for modelinterchange, feasibility analysis, declarative parallel solving, and extensibility services for third party solver integration.
The main developer interface is theSolver Foundation Services (SFS): essentially a runtime API that augments the capabilities of individual solvers with framework-level model analysis andmeta-heuristics. In short, we abstract the complexities of optimization so users can focus on modeling and solving their decision problems. Key features in the SFSinclude:
Easy data binding. SFS allows easy LINQ data binding of model parameters and delivery of results in multiple formats
Solver / Capability Selection. SFS willautomatically analyze models and determine which solver is most appropriate. Advanced Modelers can optionally choose specific solvers, and solver attributes
TransparentParallelism. SFS will manage all threading, many-core, synchronization, and scheduling around the solvers and model execution
Solver Plug-in Capability. SolverFoundation allows new or existing 3rd party solvers to plug into the SFS directly, avoiding the need to learn a new modeling language or the significant overhead inmanaging solver specific solutions. In v1.1, we included a collection of certified partner wrappers for Gurobi and Mosek ™. In addition, we included referencewrappers for CPLEX ®, Xpress-MP ™, and lp_solve
Model / Solver Reports and Analysis. SFS can report information about solver behavior and results, and provideadditional information about solutions, including sensitivity
Type safe version of the Optimization Modeling Language (OML). The SFS interface provides the samefacilities as OML, but adds type checking and higher-level constructs
Simulation. We introduced stochastic programming through our OML and SFS layers to provide MonteCarlo simulation capabilities
Solver Foundation also comes with a Microsoft Office add-in via Excel that combines the power of Solver Foundation and Excel to provide acomplete modeling environment. Key features in the Excel add-in include:
Modeling Editor. We integrated a modeling pane to vastly simplify the modeling experience. Wehave also included a modeling syntax checker and other similar features exposed through our ribbon bar for Excel
Excel Cell Binding. Range binding of static or dynamicdata to and from the model
Automatic Results and Report generation. All results, reports, and sensitivity details are displayed on separate Excel sheets for easyviewing or integration into workflow systems
Leverages the SFS. By leveraging the SFS, Solver Foundation for excel will continue to see functional parity. All solverscurrently enabled within the SFS are exposed through the Add-in
Import / Export capabilities. Solver Foundation for excel supports MPS, QPS, and OML formats
Deployementcapabilities. Solver Foundation allows a user to export directly to SharePoint (via our script-safe OMLX format) or Visual Studio C # application
At the base of SolverFoundation is a collection of solvers: engines embodying numerical, symbolic and search algorithms. Use of the solvers does not require advanced training and they aredesigned to be used from the Solver Foundation Services and Modeling layers of the system. Low-level access to the solvers is also provided. Solver Foundation'sintrinsic solvers are written in managed code, covering several families of numerical and symbolic programming.
Revised Simplex Linear Programming (Primal and DualSimplex)
Interior Point Method Linear, Quadratic, and Second Order Conic Programming
Constraint Programming with Exhaustive Tree Search, Local Search, and MetaheuristicTechniques
Compact, Quasi-Newton (L-BFGS), Unconstrained Nonlinear Programming
Mixed Integer Programming.
Gurobi Mixed Integer Programming Solver. We partnered withGurobi Optimization, a premeir Solver Foundation partner, to provide their Mixed Integer Programming solver through our Solver plug-in SDK. The Gurobi MIP solver isincluded in this release as the default MIP solver.
Home: http://www.solverfoundation.com/
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