Small-Scale LP/QP/MIP Solver DLL

• Solves LP Problems with Up to 2,000 Decision Variables
• Potentially Much Faster than Spreadsheet-Based Solutions
• Quadratic Solver Option for Portfolio Optimization
• Branch & Bound Method for Mixed Integer Problems
• Automatic Diagnosis of Infeasible Models
• Sensitivity Analysis with Marginal Cost, Ranging Information
• Callable from Visual C++, Visual Basic, Other Windows Languages

Frontline's Small-Scale LP/QP/MIP Solver DLL is a compact and efficient solver for linear programming, quadratic programming and mixed integer programming 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). For larger scale, sparse LP and MIP problems, users can upgrade to Frontline's Large-Scale LP/MIP Solver DLL, which uses the same calling conventions.

The Small-Scale LP/QP/MIP Solver DLL is an enhanced version of the linear and mixed integer programming "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.

The Small-Scale LP/QP/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

• Simplex method with bounds on the variables for linear programming problems
• Very fast "exact" quadratic method for solving QP problems such as portfolio models
• Memory-efficient Branch & Bound method for mixed-integer problems
• Very fast on "sparse" LP models with fewer nonzero matrix coefficients
• Automatic scaling, degeneracy control and other features for robustness
• IIS Finder to isolate the subset of constraints that make a model infeasible
• Sensitivity analysis (shadow prices and reduced costs) for both LP and QP problems
• Optional objective coefficient and constraint right hand side "ranges" for LP problems

The Small-Scale LP/MIP Solver DLL is priced at $495, and the Small-Scale LP/QP/MIP Solver DLL -- which includes both the Quadratic Solver and faster solution methods for problems with 0-1 or binary integer variables -- 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.