Small-Scale NLP/MIP Solver DLL

• Solves Nonlinear / Non-Smooth Problems with Up to 400 Decision Variables
• Potentially 100s of Times Faster than Spreadsheet-Based Solutions
• Generalized Reduced Gradient Method for Constrained Optimization
• Branch & Bound Method for Mixed Integer Nonlinear Problems
• Evolutionary Solver for Non-Smooth and Discontinuous Functions
• Automatic Diagnosis of Infeasible Models
• Sensitivity Analysis with Marginal Cost Information
• Callable from Visual C++, Visual Basic, Other Windows Languages

Frontline's Small-Scale NLP/MIP Solver DLL is a compact and efficient solver for nonlinear and non-smooth optimization problems, including mixed integer nonlinear problems, offered in the convenient form of a Dynamic Link Library usable by any application under Microsoft Windows. It is available as a 32-bit DLL for native Win32 applications, and as a 16-bit DLL for 16-bit applications (run under Windows 3.1, Windows 95 or Windows NT)..

The Small-Scale NLP/MIP Solver DLL is an enhanced version of the nonlinear optimization "engine" used in the Microsoft Excel Solver, which was developed by Frontline Systems for Microsoft. This Solver has been proven in use for over eight years in tens of millions of copies of Microsoft Excel. Instead of defining your model with spreadsheet formulas, you write a "callback function" in the language of your choice, which computes values for the objective and left hand sides of the constraints given any values for the decision variables.

Version 3.5 of the Small-Scale NLP/MIP Solver DLL also includes our Evolutionary Solver, based on the principles of genetic and evolutionary algorithms, which can find "good" (though not provably optimal) solutions to problems involving non-smooth and discontinuous functions, and which can often find the globally optimal solution in problems with multiple locally optimal solutions.

The Small-Scale NLP/MIP Solver is also a "well-behaved" Microsoft Windows Dynamic Link Library. It respects Windows conventions for loading and sharing program code, and for sharing the processor with other applications through Windows multitasking (including non-preemptive multitasking in Windows 3.1). Callback functions allow you to display progress information and accept user actions during the solution process.

Algorithmic Features

• Generalized Reduced Gradient Method for nonlinear programming problems
• Memory-efficient Branch & Bound method for mixed-integer nonlinear problems
• Efficient Evolutionary Solver for non-smooth and discontinuous functions
• Computes Jacobian matrix of partial derivatives automatically from function values
• Optionally accepts Jacobian matrix from a user-supplied routine for speed and accuracy
• Automatic scaling, degeneracy control and other features for robustness
• IIS Finder to isolate the subset of constraints that make a model infeasible
• Sensitivity analysis (dual values) for nonlinear problems

The Small-Scale NLP/MIP Solver DLL is priced at $750. Also available are DLLs combining both nonlinear (NLP/MIP) and linear (LP/MIP) Solver "engines," with or without the Quadratic Solver option. The Small-Scale NLP/LP/MIP Solver DLL is priced at $1,250, and the Small-Scale NLP/LP/QP/MIP Solver DLL is priced at $1,500.

Significant volume discounts are available. For more information please call Frontline Systems at (775) 831-0300, fax to (775) 831-0314, or send email to sales@frontsys.com.

Copyright © 1997 Frontline Systems Inc.
Last modified: June 24, 2004.