The Most Powerful and Flexible Versions of Frontline Solvers Ever
Our customers know that we’ve consistently enhanced the capacity, speed and range of problems Frontline Solvers can handle, helping you get better solutions, more quickly, with our very affordable tools. In V12.0 we've continued that tradition, and we've extended our desktop Solver tools to support "solving over the network" -- from Excel spreadsheets, web browsers, and even mobile phones. Above all, we've worked to keep you ahead of the game, giving you the best software technology and algorithmic methods.
Next Steps: Learn more and try Risk Solver Platform V12.0
Are you interested in predictive analytics? Check out what's new in XLMiner V4.0, our powerful forecasting and data mining add-in for Excel.
Upward Compatible from Excel Solver, works with Excel 2013
Of course, Frontline’s Solvers V12.0 are upward compatible from the Solver included in Excel, which Frontline developed for Microsoft, and they work with Excel 2007 and Excel 2010. But they also work with Excel 2013, which makes many changes in window, task pane and dialog behavior. (If you open multiple workbooks in Excel 2013, you'll see the difference right away.) There are nearly 50 new built-in computational functions in Excel 2013 -- and our PSI Interpreter has been upgraded to support all of these functions.
Evolutionary Solver Features Both Genetic Algorithms and Tabu/Scatter Search
Our Evolutionary Solver has been very popular with users ever since it was first introduced, because it can find good solutions for Excel models that don’t satisfy the requirements of linear programming or even nonlinear optimization. It has been enhanced many times over the years -- but never so much as in V12.0!
The Evolutionary Solver now includes both a full set of genetic algorithm based methods, and a full set of methods from the literature on tabu search and scatter search (methods that form the basis of the OptQuest Solver). You can choose either set of methods via a new Task Pane option, and find out which methods work best on your model. Both sets of methods also take advantage of classical linear, smooth nonlinear, and derivative-free optimization methods for local search.
Evolutionary Solver Exploits Massively Parallel GPUs
The Evolutionary Solver was one of the first tools to exploit multi-core CPUs in our V9.5 release in 2009. Now the Evolutionary Solver is again first to exploit massively parallel GPUs (graphics processing units such as Nvidia GeForce and AMD Radeon devices), for even faster performance in its local search algorithms. You may already have one of these devices in your desktop or laptop PC, but it's been used only for faster graphics and gaming -- until now.
Because GPU cards and chips contain scores to hundreds of specialized processors for vector-oriented arithmetic, with the right kind of software, they can be used for numeric calculations. Frontline is among the very first software vendors to use Microsoft’s new C++ AMP (Accelerated Massive Parallelism) support, introduced this month in Visual Studio 2012, to make the Evolutionary Solver faster in each of our Platform products: Risk Solver Platform, Premium Solver Platform and Solver SDK Platform.
GPU processors cannot do everything that your CPU can do; they are basically effective only for highly parallel, vector-oriented processing. Some models will solve spectacularly faster using the new GPU algorithms in the Evolutionary Solver, but other models will see only a modest improvement. (More powerful GPU cards, usually found in gaming PCs, offer the best chance for improvement.) As GPU technology continues to improve, we'll find new ways to exploit it for your benefit.
New Decomposition Method Solves Largest-Ever Stochastic Linear Programs
Since its 2008 debut, Risk Solver Platform has featured uniquely powerful methods for solving linear programming problems with uncertainty (usually called stochastic LPs). Besides automatically formulating and solving the so-called “deterministic equivalent” problem for a stochastic LP, Risk Solver Platform offered the first-ever commercial implementation of robust optimization methods for these problems, handling both chance constraints and recourse decision variables.
Now in V12.0, Risk Solver Platform goes even further to offer the stochastic decomposition algorithm, first created by Dr. Suvrajeet Sen and Dr. Julia Higle, as a third – highly scalable – approach for solving stochastic LPs. Stochastic decomposition has been used to solve the largest examples of stochastic LPs ever solved, on any platform. Risk Solver Platform V12.0 now brings this power, in easy-to-use form, to the typical Excel user.
Visualizing Solutions for Uncertain Objectives and Recourse Constraints
As you probably know, Risk Solver Platform has a unique ability to solve stochastic optimization models with recourse decision variables -- models that accurately describe many real-world plans and decisions, but that cannot even be defined in many competitive products, let alone solved. Visualizing the solution to such a model has been a challenge, since recourse decisions have many different optimal values, corresponding to different realizations of uncertainty.
In V11.5, Risk Solver Platform introduced built-in charts and statistics for recourse decision variables. In V12.0, we've extended this capability to include built-in charts and statistics for uncertain objectives and recourse constraints (constraints that depend on recourse decision variables). Most other software for stochastic optimization offers little to support the need for visualization -- but Risk Solver Platform V12.0 offers comprehensive visualization support.
All Frontline Solvers V12.0 can Solve on Desktops or Cloud-Based Servers
The biggest change in V12.0 is the ability to easily solve your optimization or simulation model, either on your own desktop PC, or on a server run by your company or by Frontline Systems. Why solve your model on a remote server? You might be able to use a more powerful machine, or make use of a large-scale Solver Engine license that is available on the server -- it offers you more flexibility.
We've built the technology to do this into Solver SDK Platform V12.0, which historically has enabled developers to embed optimization and simulation into their own desktop and server-based applications. What's new is "solving as a Web Service", and the Solver Server that's included with Solver SDK V12.0. Solver Server accepts models from multiple users "over the wire," solves these models, and returns the solution to the client.
In V12.0 Risk Solver Platform, Premium Solver Platform, Risk Solver Pro and Premium Solver Pro all include a client that can talk to our Solver Server. This is very easy to use -- you simply select "Run on a Solver Server" from the dropdown menu below the Optimize and Simulate buttons on the Ribbon. Your Excel workbook model is automatically uploaded to the server, and solved by an appropriate Solver Engine on the server. The solution is downloaded to your PC and automatically updates your workbook in Excel.
Perhaps even more interesting is the ability to define a model "on the fly" in JavaScript, inside a web browser or a mobile phone, solve that model "over the wire" with Solver Server, and display the solution to the browser or mobile phone user. All of this is not only possible, but easy (for a software developer) to accomplish with Solver SDK Platform V12.0. Watch for more interesting developments along this line in the near future!