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To download a free Evaluation Version of the Large-Scale LP 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 Large-Scale LP Solver Engine.
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Frontline Systems is excited to offer the Large-Scale LP Solver Engine Version 3.5 for Microsoft Excel 2000 and Excel 97. The Large-Scale LP Solver is a new field-installable Solver Engine that "plugs into" the Premium Solver Platform. It extends the power of the Premium Solver Platform to handle linear programming problems of up to 16,000 variables and 16,000 constraints in its Standard version, or up to 65,000 variables and 65,000 constraints in its Extended version. 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 Large-Scale LP Solver Engine! And your VBA code designed to control the standard Solver will work as-is with the Premium Solver Platform.
You'll be able to solve linear programming problems hundreds of times larger than the standard Excel Solver -- up to 16,000 variables and 16,000 constraints in the Standard version, or up to 65,000 variables and 65,000 constraints in the Extended version of the Large-Scale LP Solver Engine. To handle such large problems, the Large-Scale LP Solver Engine uses sparse matrix storage methods and advanced methods for matrix factorization. Solution times are much faster than the standard Excel Solver, and typically faster than the Premium Solver Platform alone on problems within its size range.
Larger linear programming models often spend most of their time in problem setup, then reach a solution quickly. The Large-Scale LP Solver Engine and the Premium Solver Platform will give you an immediate speedup -- often completing problem setup in half the time. But with a little work in designing your model to use certain common functions (like SUM and SUMPRODUCT), the Large-Scale LP Solver Engine can give you a really awesome speedup -- as much as 100 times faster!
Sparse matrix storage methods take advantage of sparsity in large LP models, where subsets of the constraints typically depend on only a small subset of the variables. For example, an LP coefficient matrix for a problem with 2,000 variables and 2,000 constraints would take about 32 megabytes for matrix storage using dense storage methods, but if this problem has the sparsity typical of larger models, it would take 1 to 1.5 megabytes using the sparse storage methods in the Large-Scale LP Solver.
Large LP models require hundreds of thousands to millions of floating-point arithmetic calculations to solve. Because of the finite precision inherent in computer arithmetic, small numerical errors occur in these calculations. Using conventional matrix representation and Simplex method iterations, these errors typically have a cumulative effect, leading to a numerically unstable problem and possibly large errors in the "solution."
The Large-Scale LP Solver Engine uses a factorization of the LP matrix, called the LU decomposition, which remains numerically stable. This factorization is updated using advanced numerical methods (the Bartels-Golub update and dynamic Markowitz refactorization) that are much faster than a full update on each Simplex iteration. These methods enable the Large-Scale LP Solver to maintain accuracy, find the optimal solution, and do so much faster than conventional methods.
A poorly scaled model can compound the effects of small numerical errors and lead rapidly to numerical instability. The Premium Solver Platform offers automatic scaling to improve accuracy and performance. But the Large-Scale LP Solver Engine offers even more sophisticated automatic scaling methods to maintain numerical stability. You can choose among No Scaling, Row Scaling Only, or Row and Column Scaling.
If you need fine-grained control, the Large-Scale LP Solver Engine lets you adjust the most critical tolerances in the Simplex method -- the Coefficient Tolerance, Solution Tolerance, Pivot Tolerance, and Reduced Cost Tolerance. And you can speed up the solution of problems with integer constraints by supplying an "integer cutoff" value -- often known from a previous run.
If you've ever received the message "The conditions for Assume Linear Model are not satisfied," but you couldn't find the problem in your model, the Large-Scale LP Solver Engine V3.5 is for you! It features a Linearity Report, which shows you whether the objective and each constraint is a linear or nonlinear function of the variables. It also summarizes which variables occur linearly, and which occur nonlinearly in the objective and constraints. With this report, you can pinpoint and, if desired, eliminate nonlinear formulas in your models, thereby gaining the extra speed and reliability available with all-linear Solver models.
When the Solver reports that it cannot find a "feasible solution" (one which satisfies all of the constraints), this often means that you’ve made a mistake in defining some constraint, for example by choosing <= when you meant >=. But if you have hundreds of constraints, it can be difficult to pinpoint the source of the problem. The Large-Scale LP Solver Engine V3.5's new Feasibility Report can help! This report eliminates constraints which do not contribute to the infeasibility, and highlights a minimal set of constraints which are conflicting. With the Feasibility Report, you can quickly locate the error or condition that makes the problem infeasible.
In the Large-Scale LP Solver Engine V3.5, all five reports (Answer, Sensitivity, Limits, Linearity and Feasibility) can be optionally, automatically outlined. The outlined groups of variables and constraints correspond directly to the cell ranges you entered in the Solver Parameters dialog. If you have large numbers of variables and constraints, outlining can make it much easier for you to find and display the information you need in the Solver reports.
If you've found it difficult to enter your decision variable cells in the Solver because they are scattered around your worksheet, the Large-Scale LP 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 Large-Scale LP Solver Engine and the Premium Solver Platform, you can check the size of your problem and the corresponding size limits in the Options dialogs at any time.
Have you ever wondered just how long "Setting Up Problem..." would take? If so, you'll appreciate the new progress reporting in the Large-Scale LP Solver Engine V3.5, which shows an estimated "nn% Done" for both problem setup and generation of the Limits and Feasibility Reports, which can be time-consuming for larger models.
You'll appreciate the comprehensive 60-page User Guide that comes with the Large-Scale LP Solver Engine, and supplements the 150-page User Guide that comes with the Premium Solver Platform. It provides complete information on Large-Scale LP Solver options, the various messages which the Large-Scale LP Solver can return, how to diagnose problems, and how to control the Large-Scale LP Solver from Visual Basic in Excel.
The Standard version of the Large-Scale LP Solver Engine V3.5 solves LP problems of up to 16,000 variables and 16,000 constraints, and is priced at $995. The Extended version of the Large-Scale LP Solver Engine V3.5 solves LP problems of up to 65,000 variables and 65,000 constraints, and is priced at $2,495. Both versions of the Large-Scale LP Solver Engine include 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.
If you have Frontline's Large-Scale LP Solver Version 2.0, there's great news about upgrading! You'll receive a FREE automatic upgrade to the Standard version of the Large-Scale LP Solver Engine V3.5 PLUS the Premium Solver Platform V3.5 if you are current on maintenance (if you aren't current, see our instructions for "catching up"). And you can upgrade to the Extended version of the Large-Scale LP Solver Engine V3.5 for just the difference in price ($1,500).
If you own another "Solver" product for Microsoft Excel, email or call us for the good news on competitive upgrade pricing! CONTACT US TODAY: Send us email, call us at (775) 831-0300, or send a fax to (775) 831-0314.
