![[Home]](images/bhome.gif){kind=small}
![[What's New]](images/bnews.gif){kind=small}
![[Products & Services]](images/bprdsrv.gif){kind=small}
![[Contents]](images/btoc.gif){kind=small}
![[Feedback]](images/bfeed.gif){kind=small}
![[Search]](images/bsrch.gif){kind=small}
To download a free Evaluation Version of the LGO Global Solver Engine Version 3.5, click here to sign up (free of charge) for Frontline's Private Web for Solver Users. Then click on Download, scroll to the bottom and follow the link to Download Evaluation Version of LGO Global Solver Engine.
![[Dividing Line Image]](div.gif){kind=small}
Frontline Systems is excited to offer the LGO Global Solver Engine Version 3.5 for Microsoft Excel 2000 and Excel 97. The LGO Global Solver is a new field-installable Solver Engine that "plugs into" the Premium Solver Platform. It is designed for global optimization of problems with any continuous (convex or non-convex) functions, with up to 1,000 variables and 1,000 constraints. It also supports integer and binary integer variables, and the new "alldifferent" constraint introduced in the Premium Solver Platform V3.5.
The Premium Solver Platform is 100% upwardly compatible with the standard Excel Solver. It replaces the standard Solver and appears when you select the usual Tools Solver... menu choice. You'll see a familiar Solver Parameters and Solver Options dialog with many new features. Your existing models can be solved with no changes, faster and more easily than before -- with any appropriate Solver engine for the Premium Solver Platform, including the LGO Global Solver Engine! And your VBA code designed to control the standard Solver will work as-is with the Premium Solver Platform.
Frontline’s LGO Global Solver, developed in close cooperation with Pintér Consulting Services, Inc., is designed to solve nonlinear problems more general than the Premium Solver Platform's built-in GRG Solver (including functions that are continuous but not necessarily smooth), with special emphasis on global optimization of multiextremal models (models with many locally optimal solutions). The research effort leading to the LGO Global Solver Engine -- which was awarded the 2000 INFORMS Computing Society Prize for Research Excellence -- is discussed in the 1996 book Global Optimization in Action by J.D. Pintér.
The LGO Global Solver allows the objective and constraints to be general, convex or non-convex functions -- the only assumption made is that the functions are Lipschitz-continuous . A function f is Lipschitz-continuous if there exists a constant L > 0, such that for all pairs of points x, y, the absolute value of f(x) - f(y) is no greater than L times the distance between x and y. Among many others, every smooth function (the type handled by the bundled GRG and Large-Scale GRG Solvers) on a closed and bounded set is Lipschitz-continuous.
The LGO Global Solver includes a full repertoire of global and local scope search methods. The global methods include continuous branch-and-bound and adaptive random search; the local methods include an exact penalty function approach, a search based on sequential model linearization, and an exact primal (Generalized Reduced Gradient type) nonlinear search algorithm. These methods are invoked sequentially, in a fully automatic mode. LGO can also be used as a stand-alone nonlinear optimizer (seeking locally optimal solutions) for a wide range of continuous problem functions.
You'll be able to solve global optimization problems considerably larger than the problems handled by the Premium Solver Platform itself -- up to 1,000 variables and 1,000 constraints. (However, some practical caveats are in order. The very general class of models handled by LGO includes problem instances that may be very difficult to solve, even in low dimensions, by any known method. This means that time needed to find the rigorous global optimum could become very large. The LGO options and parameters available through the Solver Options dialog offer several "heuristic" shortcuts to reduce the total solution time. The introduction of such numerical stopping criteria will most often work in practice, but theoretical global convergence may not be guaranteed when using these shortcuts.)
The LGO Global Solver handles problems that include general integer and binary integer variables, and variables subject to the "alldifferent" constraint, newly introduced in the Premium Solver Platform. A constraint on variables such as A1:A5 = alldifferent means that A1 through A5 are all integer variables, with values 1 through 5, all of them different at the solution. Such constraints can be used to model ordering or permutation of choices, such as the order of cities to visit in the Traveling Salesman Problem.
The LGO Global Solver offers a wide range of options and tolerances to control the global optimization process. You can select options most suitable for your problem, and control the tradeoff between rigorous global search and solution time. Options such as Global Convergence, Global Phase Cutoff and Global Phase Iterations allow you to determine when the LGO Solver will switch from global to local scope search.
If you've found it difficult to enter your decision variable cells in the Solver because they are scattered around your worksheet, the LGO Global Solver Engine and the Premium Solver Platform are for you! They offer a variable cell list box entry alternative that allows you to enter an unlimited number of cell ranges. If you're tired of selecting Tools Solver... from the menu bar over and over as you solve various problems, you'll appreciate the "Return to Solver Parameters" check box in the Solver Results dialog, which lets you "stay within the Solver dialogs" until you need to work directly on your spreadsheet. And if your problem includes integer constraints, you can obtain a quick solution of the "relaxation" (temporarily ignoring the integer constraints) without having to delete these constraints and then re-enter them later.
Have you ever wondered about the size of the problem you have defined, and whether it is getting close to the size limits of the Solver? With the LGO Global Solver Engine and the Premium Solver Platform, you can check the size of your problem and the corresponding size limits in the Integer Options dialog at any time.
The LGO Global Solver Engine V3.5 is priced at $995 for a single-user license. It includes 90 days of knowledgeable technical support and automatic upgrades to new versions. You can order today with a 30-day money-back guarantee. Discounted prices are available for qualified academic users -- contact Frontline Systems for more information.
CONTACT US TODAY: Send us email, call us at (775) 831-0300, or send a fax to (775) 831-0314.
