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Premium Solver Plus for Microsoft Excel
Version 3.5 Features New Evolutionary Solver

To download a free Evaluation Version of the Premium Solver product family, 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.

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Frontline Systems is pleased to offer the Premium Solver Plus Version 3.5 for Microsoft Excel 2000, Excel 97, Excel 95 and Excel 5.0. The Premium Solver Plus is a superset of the Premium Solver which focuses on faster solution of Solver models. 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 Plus today!

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What Can You Do with the Solver?
What is a Genetic or Evolutionary Algorithm?
Portfolio Optimization with the Quadratic Solver

Fully Compatible

The Premium Solver Plus is 100% upwardly compatible with the standard 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 several 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! And your macro language and VBA code which uses the standard Solver will work as-is with the Premium Solver Plus.

Greater Speed and Capacity

You'll be able to solve general nonlinear problems with twice 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.

Fast Problem Setup

Larger models which are linear problems often spend most of their time in problem setup, then reach a solution quickly. The Premium Solver Plus 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 Plus can give you a really awesome speedup -- as much as 100 times faster!

More Robust

The Premium Solver Plus 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.

Solves New Kinds of Problems

The Evolutionary Solver included free with the Premium Solver Plus 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. And where the standard Solver (using the nonlinear GRG Solver "engine") can find only a locally optimal solution, the Evolutionary Solver is much more likely to find a globally optimal (or near-optimal) solution.

QUADRATIC SOLVER -- IDEAL FOR PORTFOLIO OPTIMIZATION

The Premium Solver Plus offers a Quadratic Solver option which solves problems such as "efficient portfolio" models like the one pictured above, 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 Plus is highly recommended if you are solving portfolio optimization problems.

Faster Solution of Nonlinear 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 Plus 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.

Much Faster Solution of Linear Integer Problems

The Premium Solver Plus 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 Plus 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. Problems amenable to these methods can often be solved hundreds of times faster than the standard Excel Solver, using the Premium Solver Plus.

Controlling Solution Time on Integer Problems

Both the Premium Solver Plus 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.

And There's More -- Read about the many other new Premium Solver features included in the Premium Solver Plus!

Order or Upgrade Today!

The Premium Solver Plus is priced at $750. It comes packaged with both a 32-bit version for Excel 2000, Excel 97 and Excel 95 (Excel 7.0) on Windows 95 or Windows NT, and a 16-bit version for Excel 5.0 on Windows 3.1. 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 have an earlier version of the Premium Solver, you'll receive an automatic upgrade to V3.5 at no extra charge 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 Plus 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.

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Copyright © 1999 Frontline Systems Inc.
Last modified: June 24, 2004