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Contact: Daniel Fylstra |
News Release |
Frontline Launches Premium Solver Platform Version 5.0 - Model Diagnosis, Automatic Differentiation Helps Users and Solvers; Interval Global Solver Pioneers New Methods in Global Optimization
INCLINE VILLAGE, NV - October 1, 2002 - Frontline Systems, Inc., developer of the Solver in all three major spreadsheets, is pleased to announce Version 5.0 of the Premium Solver Platform, its 'flagship' spreadsheet optimization product for Microsoft Excel. The Platform Version 5.0 includes powerful new diagnostic features to speed model development, and new automatic differentiation capabilities that yield an average seven-fold speed gain on nonlinear problems, and a doubling of speed on linear problems.The Platform Version 5.0 also includes a pioneering new Interval Global Solver, the first commercially supported Solver product based on state-of-the-art interval methods for global optimization and solution of nonlinear equations.
As described in the attached backgrounder, "Interval Global Solver Rewrites the Ground Rules of Nonlinear and Global Optimization," this Solver offers users, for the first time, a way to find a 'guaranteed' globally optimal solution, or to find all real solutions of a system of nonlinear equations.
"Version 5.0 is a watershed release for us, because it largely replaces the core of Microsoft Excel - the formula recalculator - with our own Parser and Interpreter for Excel formulas," said Daniel H. Fylstra, President of Frontline Systems. "This opens up many new possibilities, from automatic detection of the specific formulas that make a model nonlinear or non-smooth, to ultra-fast computation of derivatives, to interval evaluation of Excel formulas in support of our new Interval Global Solver." The new version reflects more than three years of development and a tripling of the software code in the Premium Solver Platform, he added.
Automatic Diagnosis Aids Model Developers
Unlike modeling languages designed only for optimization, Microsoft Excel can express almost any nonlinear or non-smooth relationship, and is frequently used to build multi-purpose 'what-if' models. Large, complex Excel models often consist of mostly linear functions, but may include a few nonlinear or non-smooth dependencies, that can be hard for users to find. Previous versions of the Premium Solver products could test models for linearity, and Version 3.5 of the Premium Solver Platform could report which constraints were nonlinear overall, but it was up to the user to find the individual formulas that made a model nonlinear or non-smooth.
The new Platform Version 5.0 can analyze every formula making up the objective and constraints for linear, quadratic, smooth nonlinear and non-smooth dependencies on the decision variables. The user simply indicates the type of model he/she intended to create - LP, QP, NLP or NSP (non-smooth) - and the Platform will find any 'exceptions' to the assumed model type, pointing the user to specific cells where the nonlinear or non-smooth dependencies occur. At the same time, the Platform determines the model's pattern of sparsity and partial linearity, which can be exploited by some advanced Solvers to significantly improve performance. The Platform can even identify specific formulas that calculate 'poorly scaled' results - a feature not found in any other optimization modeling system, to Frontline's knowledge. Poor scaling in models is a common user error that can cause numerical problems for virtually any linear or nonlinear Solver.
Automatic Differentiation Improves Speed and Accuracy
The Platform's new Parser and Interpreter also makes it possible to evaluate derivatives of problem functions - essential for both linear and nonlinear optimizers - with far greater speed and accuracy than the traditional method of finite differencing, which estimates derivatives via a 'rise over run' calculation. Using the methods of automatic differentiation, the Platform Version 5.0 computes analytic partial derivatives at specific trial points, to full machine accuracy, at the same time that it computes function values. Automatic differentiation is largely responsible for the significant across-the-board Solver speed gains seen in the Platform Version 5.0. On collections of actual user models, linear optimizers such as Frontline's LP/Quadratic and Large-Scale LP Solvers are twice as fast, and nonlinear optimizers such as Frontline's GRG and Large-Scale GRG Solvers - which require derivatives of problem functions at many different trial points - are seven times faster on average.
Automatic Detection of Sparsity and Partial Linearity Offers Further Gains
Most large linear and nonlinear models are sparse, and large nonlinear models often include many linear, or partially linear constraints. The Parser and Interpreter in the Platform Version 5.0 provide complete information on model sparsity and partial linearity to both users and Solvers. Frontline's current top-of-the-line nonlinear Solver engine, the Large-Scale SQP Solver, is designed to fully exploit such information - making it practical for the first time to solve nonlinear models with tens of thousands of variables and constraints on a PC. While performance can vary considerably from model to model, Frontline has set upper limits of 100,000 variables and 100,000 constraints on this Solver, reflecting its impressive gains in performance.
Version 5.0 Solver Engines Support up to 200,000 Variables and Constraints
The Premium Solver Platform Version 5.0 includes four 'bundled' Solver engines - the LP/Quadratic Solver, nonlinear GRG Solver, hybrid Evolutionary Solver, and the new Interval Global Solver - with problem size limits ranging from 500 to 2,000 decision variables. And it also supports multiple, field-installable Solver Engines, with an enriched interface compared to the Platform Version 3.5. Frontline plans to ship Version 5.0 of six Solver Engines, with capacities ranging from 1,000 to 200,000 decision variables, in the next 45 days: the Large-Scale LP, Large-Scale GRG, Large-Scale SQP, XPRESS, OptQuest, and LGO Global Solver Engines.
Pricing, Upgrades, Academic Versions, and Free Evaluations
The Premium Solver Platform Version 5.0, including its four 'bundled' Solver engines and the new capabilities for model diagnosis and automatic differentiation, is available in October 2002 for $995 for a single user license, or $1,990 for a concurrent user license. Existing users of the Premium Solver Platform Version 3.5 with current Annual Support Contracts will receive free upgrades to the new version, and competitive upgrades are also available. An academic version for qualified users is available for $300, with an academic certification. Prospective users can download a fully functional, full capacity and speed, free trial version (limited to 15 days) from Frontline's Website at https://www.solver.com. For further information, contact Frontline Systems at info@frontsys.com or at 888-831-0333 (U.S. toll free) or 775-831-0300 (international).