OpenSolver uses the COIN-OR CBC optimization engine. Welcome to OpenSolver, the Open Source linear, integer and non-linear optimizer for Microsoft Excel. The latest stable version, OpenSolver 2.9.3 (1 Mar 2020) is available for download; this adds support for using Gurobi 9.0 as a solver. OpenSolver 2.9.4 Beta Release version is now also available for download. LP Solver (a component of the Premium Solver Platform) supports up to 16,000 variables, and Lindo Systems' What'sBest! Extended Edition supports up to 32,000 variables. Table 1 summarizes the charac teristics of the Premium Solver products offered by Frontline Systems. Like most optimization software, the Excel Solver has steadily improved in per.

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Frontline launches ten new products in version 6.0 for beginning and advanced Microsoft Excel Solver users

INCLINE VILLAGE, NV - October 24, 2004 - Frontline Systems, Inc., developer of the Solver in Microsoft Excel, is shipping a major product line upgrade, Version 6.0 of its Premium Solver, Premium Solver Platform, and Solver Engines for Microsoft Excel. The product line is upward compatible with the Solver in Excel, and offers a comprehensive solution for businesses seeking to better allocate scarce resources using optimization technology. Version 6.0 features the latest developments in convex and conic optimization, with applications in risk budgeting, investment portfolio construction, and engineering design.

'We're excited about both new power and ease-of-use features in this major product line release,' said Daniel Fylstra, President of Frontline Systems. 'Version 6.0 enables new leading-edge applications, but it also makes the power of optimization more accessible for Excel users who aren't management science experts.'

Convex and Conic Optimization for Advanced Usersv The Premium Solver Platform V6.0, Frontline's 'flagship' product, features automatic detection of convex models in Excel worksheets, new conic constraints, and a new interior point (barrier method) SOCP Solver Engine for convex and conic optimization. Automatic detection of convex models, a research breakthrough, is so new that it will appear in academic journals for the first time in 2005. (See 'Backgrounder on Convex and Conic Optimization.') The SOCP Solver Engine offers new, fast ways to solve linear programming and quadratic programming problems, and is one of the first commercial products capable of solving second-order cone programming (SOCP) problems that arise in leading-edge finance and engineering applications.

Automatic Model Transformation for Beginning Users

Users who are experienced with Microsoft Excel, but less experienced with optimization, often create models that are unnecessarily difficult to optimize because they use 'non-linear and non-smooth' Excel functions such as IF, AND, OR, MIN and MAX. The Premium Solver Platform has offered model analysis features since Version 5.0 to help users pinpoint such problems in their models. But Version 6.0 goes one better by automatically detecting such functions and then automatically transforming the model into an equivalent form that eliminates the problematic functions, making the model easier and faster to optimize.

New MOSEK Solver Engine for Large-Scale Convex and Conic Problems New in Frontline's product line is the MOSEK Solver Engine V6.0, which 'plugs in' to the Premium Solver Platform V6.0 and extends its capabilities to solve linear programming, quadratic programming, SOCP, and convex non-linear optimization problems of virtually unlimited size. Frontline developed this Solver Engine based on technology from MOSEK ApS in Denmark that has been tested on linear programming problems with over a million decision variables, and SOCP problems with hundreds of thousands of variables and constraints.

More Version 6.0 Product Line Highlights

Premium Solver Entry-Level Product Enhanced

The Premium Solver V6.0, Frontline's 'first step' upgrade for the standard Solver in Excel, offers improved Solver Engines for linear programming and non-linear optimization, plus Frontline's Evolutionary Solver, based on genetic algorithms, for optimizing arbitrary Excel models. It is enhanced in Version 6.0 with new preprocessing, probing and cut generation methods for linear mixed-integer problems, new multistart methods for non-linear problems, and new methods for global optimization in the Evolutionary Solver. And for the first time, the Premium Solver may be combined with Frontline's Large-Scale LP Solver to solve linear programming problems of unlimited size.

Large-Scale LP Solver Gains Quadratic Capabilities

Frontline's Large-Scale LP Solver Engine V6.0, which 'plugs into' the Premium Solver and Premium Solver Platform V6.0, offers world-class speed and capacity to solve huge linear programming problems, with hundreds of thousands of decision variables and constraints. In Version 6.0 this Solver gains the ability to solve large-scale quadratic programming problems, often used in investment portfolio optimization, as well as greatly enhanced performance on linear mixed-integer (LP/MIP) problems, used in a wide range of scheduling applications.

XPRESS Solver Reaches New World-Class Levels of MIP Performance

Frontline's XPRESS Solver Engine is based on the Xpress-MP code from Dash Optimization in Great Britain -- recently ranked in third-party benchmarks as the world's fastest Solver for linear and quadratic mixed-integer (MIP) problems. The XPRESS Solver Version 6.0 incorporates a wide range of improvements, making it twice as fast as Version 5.5 (released in 2003) and six times faster than Version 5.0 (released in 2002). The primal Simplex method in Version 6.0 is up to eleven times faster than in Version 5.5.

Large-Scale SQP Solver Integrated with Evolutionary Solver

Frontline's Large-Scale SQP Solver Engine has offered remarkable multi-purpose performance on linear, quadratic and smooth nonlinear models of up to 100,000 variables. In Version 6.0, this Solver has been integrated with Frontline's Evolutionary Solver, enabling it to solve every type of optimization model - even 'non-smooth' models using any kind of Excel formulas and functions - making the LSSQP Solver a 'universal' large-scale Solver, good for all kinds of applications.

KNITRO Solver Reaches New World-Class Levels of NLP Performance

Frontline's KNITRO Solver Engine, introduced one year ago in Version 5.5 and based on the KNITRO code from Ziena Optimization Inc., a company spun off from Northwestern University, offers new levels of capacity and speed for general nonlinear optimization, using the latest interior point nonlinear methods. In Version 6.0, this Solver features both improved interior point methods and new active-set (SLQP) methods that greatly improve performance on highly constrained problems. Third-party benchmarks continue to show that the KNITRO Solver is one of the best, and possibly the world's best large-scale nonlinear optimizer.

New Versions of Large-Scale GRG, OptQuest and LGO Global Solver Engines

Frontline's Large-Scale GRG Solver Engine V6.0 is more robust than ever on challenging non-linear optimization problems. It is offered in two configurations, one handling problems up to 4,000 decision variables, the other handling up to 12,000 decision variables. Frontline's OptQuest Solver Engine V6.0, based on tabu search and scatter search methods pioneered at the University of Colorado and OptTek Systems Inc. and further improved in this new release, handles large 'non-smooth' problems using any Excel features and functions.

Pricing, Upgrades, Academic Versions, and Free Evaluations

Frontline will begin commercial shipments of its Version 6.0 products, and upgrades for existing users to Version 6.0, in early November 2004. The Premium Solver Platform Version 6.0 is priced at $1,495 for a single user license in the U.S., and €1,725 and £1,145 in Europe. Frontline's Solver Engines have prices ranging from $995 to $7,695 in the United States, and from €1,725 to €8,875 and £1,145 to £5,875 in Europe.

Existing users of the Premium Solver products Version 5.5 with current Annual Support Contracts will receive free upgrades to the new product versions. An academic version of the Premium Solver Platform V6.0 is priced at $450, but Frontline is offering academics a special price of $385 through year-end 2004.

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Prospective users can download fully functional, full capacity and speed, free trial versions of the new products (beginning early November and limited to 15 days) from Frontline's Website at www.solver.com. For further information, contact Frontline Systems Inc. in the United States at info@solver.com or at 888-831-0333 (toll free) or 775-831-0300. European users should contact Frontline Systems UK Ltd. at ukinfo@solver.com or +44 (01284) 748035.

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You can even work directly with a developer in your company who doesn't use Excel. Analytic models in our RASON modeling language or in Excel run directly in our SDKs and REST API.

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Want to learn and use data science (predictive analytics) and/or management science (prescriptive analytics)? Use our powerful SDKs from your favorite programming language, and our learning resources to get results quickly.

You can even work directly with a business analyst in your company who uses Excel. Analytic models in our RASON modeling language or in Excel run directly in our SDKs and REST API.

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Tutorials - Videos - Webinars - Online Courses for You and Your Team

• Optimization Tutorial
• Simulation/Risk Analysis
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• Data Mining Tutorial

Optimization Tutorial

Solvers, or optimizers, are software tools that help users determine the best way to allocate scarce resources. Examples include allocating money to investments, or locating new warehouse facilities, or scheduling hospital operating rooms. In each case, multiple decisions need to be made in the best possible way while simultaneously satisfying a number of requirements (or constraints). The 'best' or optimal solution might mean maximizing profits, minimizing costs, or achieving the best possible quality. Here are some representative examples of optimization problems:

• Finance/Investment: Cash management, capital budgeting, portfolio optimization.

• Manufacturing: Job shop scheduling, blending, cutting stock problems.

• Distribution and Networks: Routing, truck loading, fleet scheduling.

Simulation/Risk Analysis Tutorial

Quantitative risk analysis is the practice of creating a mathematical model of a project or process that explicitly includes uncertain parameters that we cannot control, and also decision variables that we can control. Monte Carlo simulation explores thousands of possible scenarios, and calculates the impact of the uncertain parameters and the decisions we make on outcomes that we care about -- such as profit and loss, investment returns, environmental results and more. Industries where simulation and risk analysis are heavily used include:

• Pharmaceuticals: Modeling R&D and clinical trials

• Oil & Gas: Modeling drilling projects

• Insurance: Modeling frequency and types of claims

Data Mining Tutorial

Data mining software tools help users find patterns and hidden relationships in data, that can be used to predict behavior and make better business decisions. A machine learning algorithm 'trained' on past observations can be used to predict the likelihood of future outcomes such as customer 'churn' or classify new transactions into categories such as 'legitimate' or 'suspicious'. Other methods can be used uncover 'clusters' of similar observations, or find associations among different items. Common applications include:

• Financial Services: Fraud detection, good vs. bad credit risks

• Direct Marketing: Segmentation to improve response rates

• Electoral Politics: Identifying 'most persuadable' voters

Hear what some of our customers are saying

• The Premium Solver Platform with Xpress Solver engine has been a huge asset to us. We have been able to utilize the solver’s capability to run extremely complex models of our distribution network uncovering large savings; our first project uncovered nearly $1MM in savings.

• ...Then I discovered Solver and all the stuff I had done before after months of programming and sweat was there at my fingertips. The package seemed to go way beyond my wildest dreams. And all the other little extra bits were there as well at the click of a button - non-negative and integer coefficients, constraints, and some other bits I have yet to use. And the thing just works! ...

  Senior Scientist, Plant and Food Research Co, New Zealand

• The Frontline Premium Solver was very helpful in solving a large water reuse optimization problem for one of our manufacturing plant. It was also very easy to integrate with Excel.

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