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To download a free Evaluation Version of the Premium Solver Platform 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 Premium Solver Platform.
Click here for a comparison of the Premium Solver, Premium Solver Plus, and Premium Solver Platform.
Frontline Systems is excited to offer the brand-new Premium Solver Platform Version 3.5 for Microsoft Excel 2000 and Excel 97. The Premium Solver Platform is our "flagship" spreadsheet optimization product -- the most powerful Solver we've ever offered. It has all the features of the Premium Solver and much, much more. Like the Premium Solver, it is an upwardly compatible extension of the standard Microsoft Excel Solver, with the capacity to solve much larger problems -- up to 2,000 variables -- at speeds anywhere from three to several hundred times faster than the standard Solver. If you've run up against the size limits of the standard Solver (200 decision variables) or found it too slow, or you need more power and features, upgrade to the Premium Solver Platform (PSP) today!
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 -- even if you use the new Evolutionary Solver or a Field-Installable Solver engine! And your macro language and VBA code which uses the standard Solver will work as-is with the Premium Solver Platform.
You'll be able to solve general nonlinear problems with two and a half times the number of decision variables and constraints -- and the more common linear and integer problems with ten times the number of variables (up to 2,000) and no limit on constraints. Just as important, larger problems which took minutes to solve with the standard Solver will often run from three to ten times faster. Speed gains are especially noticeable on linear problems with integer constraints.
Larger models which are linear problems often spend most of their time in problem setup, then reach a solution quickly. 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 Premium Solver Platform can give you a really awesome speedup -- as much as 100 times faster!
The Premium Solver Platform performs better on difficult models, too -- including those which are harder to solve because they involve both very large and very small values, such as a financial model with dollar amounts in millions and rates of return in percent. It automatically rescales both linear and nonlinear problems, and offers improved stopping conditions for nonlinear problems where the standard Solver stops due to slow improvement in the target cell.
More Convenience Features
Have you ever wondered about the size of the problem you have defined, and whether it is getting close to the size limits supported by your Solver engine? In the Premium Solver Platform, you can check the size of your problem and the corresponding size limits at any time. Have you ever wondered just how long "Setting Up Problem..." would take? The Premium Solver Platform, shows an estimated "nn% Done" for both problem setup and lengthy reports. Have you ever gotten tired of selecting Tools Solver... from the menu bar over and over as you solve problems? The Premium Solver Platform lets you edit constraints, change options and parameters, and re-solve without ever leaving the Solver dialogs.
SOLVE LARGE-SCALE PROBLEMS WITH FIELD-INSTALLABLE SOLVER ENGINES
The Premium Solver Platform comes with three built-in Solver engines -- the LP/Quadratic, GRG nonlinear, and Evolutionary Solvers, with all the capabilities described on this page. But it also supports multiple, field-installable Solver engines that can solve very large-scale problems, using a wide range of innovative methods.
Such Solver engines are licensed as separate products, but they are seamlessly integrated into the Premium Solver Platform -- to use one, you simply select the Solver engine by name in the dropdown list that appears in the Solver Parameters dialog. They produce reports as Excel worksheets, like the bundled Solver engines; they recognize common Solver options and provide their own Options dialogs; and they can be controlled by VBA code in your custom applications. In most cases, free evaluation licenses for these Solver engines are available, to enable you to evaluate how well they perform on a challenging Solver model that you have developed.
In addition to the three built-in Solver Engines, FIVE powerful, field-installable Solver Engines are now available for the Premium Solver Platform! Now you can download evaluation versions of:
Please see our News Page for the latest news on field-installable Solver engines.
The GRG nonlinear Solver in the standard Excel Solver -- like virtually all "classical" nonlinear optimizers -- is guaranteed only to find a locally optimal solution. Imagine a graph of the objective function with "hills" and "valleys:" The GRG Solver will typically find the peak of a hill near the starting point you specified (if maximizing), but it may not find an even higher peak on another hill that is far from your starting point. In some problems this is sufficient, but in other cases you may want or need to find a globally optimal solution.
In the Premium Solver Platform, the GRG Solver is augmented with "multistart" or "clustering" methods for global optimization. The GRG nonlinear Solver -- and other, field-installable Solver engines -- can be automatically run many times from judiciously chosen starting points, and the best solution found (the "highest peak" if maximizing) will be returned as the optimal solution. For some smooth nonlinear problems, multistart methods will converge in probability to the globally optimal solution. For other problems, they often yield very good solutions in an acceptable amount of time – and of course, they are far easier to use than a manual exploratory process. And you don't have to change your model at all to take advantage of these new global optimization capabilities!
The hybrid Evolutionary/Classical Solver included in the Premium Solver Platform allows you to solve non-smooth optimization problems that cannot be handled effectively by the standard Excel Solver. Even if your model uses IF, CHOOSE, LOOKUP and similar functions that cause difficulty for the standard Solver, you can obtain good solutions with the Evolutionary Solver.
Like the Evolutionary Solver in the Premium Solver, it is based on genetic and evolutionary algorithms -- but in the Premium Solver Platform, this Solver engine has been greatly enhanced with "classical" optimization methods (and other new features, such as handling of "alldifferent" constraints). The result is breakthrough performance on non-smooth problems with many constraints -- often better than any Solver algorithm available on any platform.
The hybrid Evolutionary/Classical Solver uses genetic algorithm methods such as mutation, crossover, selection and constraint repair, but it also uses deterministic, gradient-free "direct search" methods, classical gradient-based quasi-Newton methods, and even the Simplex method for linear subsets of the constraints. The classical methods sometimes yield rapid "local improvement" of a trial solution, and they also help to solve for sets of constraints. This enables the Evolutionary Solver to handle problems with many (even hundreds of) constraints, which are typically beyond the capabilities of genetic and evolutionary algorithms alone.
NEW "ALLDIFFERENT" CONSTRAINT FOR ORDERING AND PERMUTATION PROBLEMS
Problems involving ordering or permutations of choices are very difficult to model using conventional constraints, even with integer variables. An example is the famous Traveling Salesman Problem (TSP), where a salesman must choose the order of cities to visit so as to minimize travel time, and each city must be visited exactly once. In the Premium Solver Platform, you can model this kind of problem easily with an "alldifferent" constraint, which specifies that a set of variables should have integer values from 1 to N, all of them different at the solution.
Each of the bundled Solver engines in the Premium Solver Platform supports this new type of constraint: The Branch & Bound process used by the LP/Quadratic and GRG nonlinear Solvers is extended to handle "alldifferent" constraints as a native type, and the Evolutionary Solver implements these constraints using mutation and crossover operators for permutations. Field-installable Solver engines also support the "alldifferent" constraint, implementing it in different ways. This allows you to model the problem in a high-level way, and try a variety of Solver engines to see which one yields the best performance on your problem.
The Premium Solver Platform includes a Quadratic Solver option which solves problems such as "efficient portfolio" models like the one pictured below, using the Markowitz or Sharpe methods, faster and more accurately than the standard Excel Solver. Banks, brokerage firms and fund managers have been using our Quadratic Solver for years. The Premium Solver Platform is highly recommended if you are solving portfolio optimization problems.
Nonlinear problems often have some decision variables which occur linearly in the objective and constraints, while other variables occur nonlinearly (making the problem nonlinear overall). The Premium Solver Platform includes a new option for the GRG nonlinear solver, "Recognize Linear Variables," which allows the Solver to save time at each step when it computes partial derivatives of the problem functions. This option can make solution of nonlinear problems up to 50% faster, depending on the number of variables occurring linearly in the problem.
The Premium Solver Platform excels at solving linear problems with integer constraints, especially those with 0-1 or binary integer variables. It uses a variety of techniques known in the research literature as "preprocessing and probing," which allows the Solver to preset values for some binary integer variables based on the settings of others, and quickly determine whether a subproblem needs to be solved, during the Branch and Bound process. The Premium Solver Platform automatically recognizes, and takes advantage of "cliques" (also called "Special Ordered Sets") of binary integer variables. Other advanced strategies are used to select the next node or subproblem to be explored, and the next variable to branch upon.
Even problems with general integer variables can be solved much faster with the Premium Solver Platform, thanks to use of the Dual Simplex method on the subproblems generated by the Branch & Bound method. The Dual Simplex method takes advantage of the dual feasibility of each "parent" problem to more quickly solve its "child" problems.
Both the Premium Solver Platform and the Premium Solver V3.5 provide new ways to control the solution time of problems with integer constraints. You can limit the number of subproblems explored and/or the number of integer solutions found, as well as the maximum time in seconds. The limits you specify can be as large as you like, whereas they have an upper bound of 32767 in the standard Excel Solver.
If you have a known integer solution value for a problem from a previous Solver run, you can enter it as an "integer cutoff" value, which the Solver can use to speed up the solution process on new runs, by eliminating branches whose objective must be worse than the "cutoff" value. And you can easily solve the "relaxation" of the problem (temporarily ignoring the integer constraints) by selecting an option in the new Integer Options dialog (pictured above), or -- even more convenient -- on a "one-time-only" basis in the Solver Results dialog.
NEW LINEARITY, FEASIBILITY AND POPULATION REPORTS, PLUS REPORT OUTLINING
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 Premium Solver Platform is for you! It features a new 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 Premium Solver Platform'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.
When the Evolutionary Solver stops with its best solution, you have the option of producing a standard Answer Report and/or a new Population Report . Where the Answer Report gives you detailed information about the single best solution returned by the Solver, the Population Report gives you summary information about the entire population of candidate solutions at the end of the solution process. The Population Report can give you insight into the performance of the Evolutionary Solver as well as the characteristics of your model.
In the Premium Solver Platform, all six reports (Answer, Sensitivity, Limits, Linearity, Feasibility and Population) 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.
The Premium Solver Platform is priced at only $995. You'd spend thousands of dollars to put together a less-powerful set of alternative spreadsheet-based products, and even more for custom optimization software, to match its capabilities. It comes with over 40 example spreadsheet models, a comprehensive 155-page User Guide and extensive online Help. And 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.
If you own the Premium Solver or Premium Solver Plus V3.5, you can upgrade for just the difference in price if you are current on maintenance (if you aren't current, see our instructions for "catching up"). If you own the Premium Solver and you are current on maintenance, you can upgrade to the Premium Solver Platform for the difference in price, or $255. 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.
