FOR IMMEDIATE RELEASE

New Solver DLL Component Features Nonlinear Optimization
Spreadsheet Solver "Engines" Make Optimization Easy to Use in Custom Applications

INCLINE VILLAGE, NV – December 30, 1998 – Frontline Systems Inc., developer of the Solver component in all three spreadsheets, is shipping a major new release, Version 3.0 of its Small-Scale Solver DLL (Dynamic Link Library) products, with a wide array of new features including the first standard Windows library for nonlinear constrained optimization. An evaluation version of the new Solver DLL is available for download from Frontline Systems’ Web site.

The Solver DLL products bring to user-written applications the optimization "engines" which form the core of the Microsoft Excel Solver, the Quattro Pro Optimizer, and the Lotus 1-2-3 Solver, all of which were developed by Frontline Systems. Applications can use the Solver DLLs to automatically find the best way to allocate scarce resources – such as money, raw materials, equipment or people time – to maximize profits or minimize costs while operating within certain limits, called constraints, on their use.

First Windows Library for Nonlinear Optimization

For the first time, the Solver DLL products offer a powerful Solver engine for nonlinear constrained optimization in a Windows Dynamic Link Library. Previously, the few available libraries for nonlinear constrained optimization have been "statically linked" libraries, suitable for languages like C/C++ and FORTRAN, but not usable by languages such as Visual Basic and Delphi Pascal, which rely on dynamic linking. These libraries were often language- and compiler- dependent, and were quite difficult to use. In contrast, the Solver DLL is easy to use in any language – from traditional programming languages to RAD languages to database and scripting languages – that is capable of calling Windows DLLs.

The nonlinear Solver engine in the Solver DLL uses the Generalized Reduced Gradient algorithm, implemented in the GRG2 code, which has earned a reputation for robustness on difficult nonlinear optimization problems over many years of use in tens of millions of copies of Microsoft Excel.

New Features to Diagnose Linearity and Feasibility

Also included in the Solver DLL V3.0 are new features to diagnose linearity and feasibility of users’ problems. The nonlinear Solver engine can determine, through a numerical test, whether the objective and each constraint is a linear or nonlinear function of the variables. If the problem is entirely linear, the Solver DLL makes it easy to switch to the linear (Simplex method) Solver engine, gaining the greater speed and accuracy characteristic of this method.

When either the linear or nonlinear Solver determines that a problem has no feasible solution, the application can call new diagnostic routines to pinpoint the infeasibility by computing an "Irreducibly Infeasible Subset" (IIS) of the constraints. An IIS is a set of constraints that has no feasible solution, but if any one constraint is dropped from the set, a feasible solution can be found. If there is a mistake in formulation of a constraint or a conflict between constraints in a large problem, these diagnostic routines make it much easier to isolate the problem.

Configurations Include Nonlinear, Linear and Quadratic Solvers

The Small-Scale Solver DLL V3.0 is offered in five different configurations, each consisting of different combinations of three basic Solver engines: The nonlinear Solver, the linear Solver, and the quadratic Solver. All configurations include both 16-bit and 32-bit versions of the DLLs, for use with Windows 3.x, Windows 95 or Windows NT. Also included are a Visual Basic module, a Delphi Pascal unit, Fortran INTERFACE declarations, and a C/C++ header file to make the Solver DLL routine easily accessible from these languages.

• The Small-Scale NLP Solver DLL ($750) offers the nonlinear (GRG) Solver engine to handle nonlinear programming (NLP) and mixed-integer nonlinear programming (MIP) problems of up to 400 decision variables – twice the capacity of the standard spreadsheet Solvers.
• The Small-Scale LP Solver DLL ($495) offers the linear (Simplex) Solver engine to handle linear programming (LP) and mixed-integer linear programming (MIP) problems of up to 800 decision variables – four times the capacity of the standard spreadsheet Solvers. (The number of variables in LP problems is often much larger than the number of variables in NLP problems.)
• The Small-Scale LP/QP Solver DLL ($750) adds a quadratic programming (QP) capability, and faster solution of problems with 0-1 or binary integer variables, to the Small-Scale LP Solver DLL product. Quadratic programming is often used in investment portfolio optimization, where the Solver finds an "efficient portfolio" of securities with the best risk/reward.
• The Small-Scale NLP/LP Solver DLL ($1,250) combines the capabilities of the NLP and LP Solver DLL products, and adds the ability to dynamically determine whether a given problem is linear or nonlinear, and switch between the linear and nonlinear Solver engines to solve it.
• The Small-Scale NLP/LP/QP Solver DLL ($1,500) combines all the capabilities of the NLP, LP, and QP Solver engines in one product, offering maximum flexibility and performance for the widest range of optimization problems.

Frontline offers an aggressive discount schedule for runtime licensing of the Solver DLLs, making it very economical to include the DLLs in applications distributed to users within an organization or commercially.

Designed for Scalability to Large-Scale Problems

The Small-Scale Solver DLL is part of a compatible product line that also includes the Large-Scale LP Solver DLL (currently at Version 2.0) – which handles linear and mixed-integer problems of up to 16,384 decision variables. In the future, Frontline expects to offer a Large-Scale NLP Solver DLL capable of handling much larger-scale nonlinear problems. Application programs written for the Solver DLL are fully compatible with these large-scale versions and will run without any changes. Even in the Small-Scale Solver DLL, the API routines fully support large-scale features such as sparse-matrix representation of the optimization problem. Moreover, an application program can discover at runtime which version of the Solver DLL is being employed, and what capabilities and size limits it has.

Free Solver DLL Evaluation Kit Available on the Web

Frontline has made available a free Evaluation Kit for the Solver DLLs on its World Wide Web site, http://www.frontsys.com. The Kit includes a fully-functional version of the Solver DLL V3.0, limited to 10 decision variables; the full text of Frontline’s 114-page Solver DLL User Guide in Help file format; and complete source code of example programs in Visual Basic, C/C++, Fortran and Delphi Pascal with step-by-step build instructions.

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Last modified: July 11, 2000