Large-Scale LP Solver for Microsoft Excel

• Solves LP Problems with Thousands of Variables
• Sparse Methods Save Megabytes of Memory
• Matrix Factorization for Speed and Accuracy
• Automatic Scaling, Basis Restart, Crashing
• Plug-in Replacement for Standard Excel Solver
• Includes All Features of the Premium Solver Plus

Frontline's Large-Scale LP Solver for Microsoft Excel combines the power of the best LP solution methods with the convenience and accessibility of a modern graphical Windows spreadsheet. It's no longer necessary to struggle with custom FORTRAN or C programs, matrix generators or limited-purpose modeling languages. You can solve "industrial strength" LP models, yet save time in problem setup and modification, and present your results in a format that your management or client will understand.

After an easy Windows-based software installation, the Large-Scale LP Solver takes the place of the built-in LP (Simplex method) Solver in Microsoft Excel, for both LP and MIP problems. Your existing worksheets, Solver models, and macro language code to control the Solver will work as before, and the user interface for defining your variables, constraints and objective is identical to the built-in Solver. Additional options for "fine-tuning" the solution process are offered in the Solver Options dialog.

Fast Problem Setup. The Large-Scale LP Solver features fast problem setup, which can make the "Setting Up Problem..." stage of the Excel Solver as much as 10 to 100 times faster when you build your model with certain common Excel functions. The actual solution process ("Trial Solutions" stage) can be five, ten or more times faster depending on the size and sparsity of your model. (A model is sparse when a typical constraint depends on only a few of the variables.) Problems which would take megabytes of space using the built-in Solver require only the space for nonzero coefficients in the Large-Scale LP Solver.

As the developers of Microsoft Excel's built-in Solver, we are uniquely able to integrate new and more powerful methods into the Solver framework. Our Large-Scale LP code uses many of the best published solution methods and has been proven in use (outside of Microsoft Excel) on large LP models in industry and government around the world.

Algorithmic Features

• Simplex method with two-sided bounds on both variables and constraints
• Matrix factorization using the LU decomposition, with the Bartels-Golub update
• Refactorization using dynamic Markowitz methods for speed and stability
• Steepest-edge techniques often substantially reduce the number of pivots
• Sophisticated "crash-like" methods for finding an effective initial basis
• Basis restart for faster solution of related LP problems (including MIP subproblems)
• Automatic row and column scaling, plus control of various algorithm tolerances

The Large-Scale LP Solver is priced at $1,495. Volume discounts are available. For more information please call Frontline Systems at (702) 831-0300, fax to (702) 831-0314, or send email to sales@frontsys.com.

Copyright © 1997 Frontline Systems Inc.
Last modified: June 24, 2004