A Versatile Large-Scale Nonlinear Solver for Risk Solver Platform and Solver SDK Platform
Fast solution of large-scale linear, integer, quadratic, conic, nonlinear, and even non-smooth problems.
Frontline Systems is pleased to offer the Large-Scale SQP Solver Engine, for use inside and outside Microsoft Excel. If you have a wide range of problem types to solve, but you can afford only one large-scale Solver, the Large-Scale SQP Solver is your best choice!
It's an extraordinarily powerful, field-installable Solver Engine that "plugs into" Risk Solver Platform and Premium Solver Platform for Excel, and takes special advantage of its new Polymorphic Spreadsheet Interpreter. You can also use it with our Solver SDK Platform to develop applications in a programming language, for one license price! It extends the power of our Solver Platform products to handle linear, quadratic, conic, smooth nonlinear, and non-smooth optimization problems, with no fixed limits on problem size.
The Engine solves non-smooth problems using an integrated hybrid Evolutionary Solver, and it solves global optimization problems using either the Evolutionary Solver or the "multistart" methods available in the Solver Platform products. And it supports integer variables and "alldifferent" constraints in any problem.
- New to Spreadsheet Solvers? Start with our Solver Tutorial
- Learn about Large-Scale SQP Solver Product Highlights (on this page)
- Learn about the exciting features built into the Premium Solver Platform
- Learn about the hybrid Evolutionary Solver in the Large-Scale SQP Solver
- Learn about the advanced methods used by the Large-Scale SQP Solver
- Learn about the diagnostic aids supported by the Large-Scale SQP Solver
- Learn about the ease of use features in the Large-Scale SQP Solver
- Users of earlier Large-Scale SQP Solvers: Learn the good news about upgrading!
Risk Solver Platform and Premium Solver Platform are 100% upwardly compatible from the standard Excel Solver. Your existing models can be solved with no changes, faster and more easily than before. And your VBA code designed to control the standard Solver will work as-is with Risk Solver Platform or Premium Solver Platform and the LSSQP Solver Engine -- just select the LSSQP Solver interactively or in your VBA code.
Huge Capacity, Outstanding Speed
No Solver is more versatile than the Large-Scale SQP Solver. You'll be able to solve linear, integer, quadratic, conic, smooth nonlinear, and even non-smooth optimization problems far larger than the standard Excel Solver, or even Risk Solver Platform alone -- with no fixed limits on variables and constraints -- with the Large-Scale SQP Solver Engine.
And you'll be amazed at the fast solution times you can obtain: Some problems with many thousands of variables and constraints will solve in just seconds! The Large-Scale SQP Solver can also solve very large smooth nonlinear programming (NLP) problems, far faster than Premium Solver Platform's GRG Solver, or even the Large-Scale GRG Solver Engine. It uses a world-class implementation of the Sequential Quadratic Programming (SQP) method to solve smooth NLP problems. The Large-Scale SQP Solver has no fixed limits on problem size, but the degrees of freedom (the number of variables minus the number of constraints that are binding at the solution) in a problem for this Solver should not exceed about 20,000 (that's ten times the capacity of earlier versions!).
For nonlinear problems, the Large-Scale SQP Solver can use the new Polymorphic Spreadsheet Interpreter in Risk Solver Platform and Premium Solver Platform to obtain partial derivatives of the problem functions (the Jacobian matrix) at each major iteration or Trial Solution. This yields huge benefits in speed and accuracy -- up to ten times faster or more than without the Polymorphic Spreadsheet Interpreter!
Fast Problem Setup for Linear Models
Large linear programming models often spend most of their time in problem setup, then reach a solution quickly. With some work in designing your model to use certain common functions (like SUM and SUMPRODUCT), the Large-Scale SQP Solver Engine can give you a really awesome speedup -- as much as 100 times faster! But since the Large-Scale SQP Solver can use the new Polymorphic Spreadsheet Interpreter in Risk Solver Platform and Premium Solver Platform to extract the LP coefficients of your model, you may get most of this speed benefit without redesigning your model at all! What's more, the coefficients are up to twice as accurate as they were without the Polymorphic Spreadsheet Interpreter.
Mixed Linear / Nonlinear Models: Breakthrough Performance
Often, large nonlinear optimization models include many linear or partially linear constraints, or variables that occur linearly in the objective or in some of the constraints. The Large-Scale SQP Solver is designed for outstanding performance on such models. Using the comprehensive information available from the Polymorphic Spreadsheet Interpreter in Risk Solver Platform and Premium Solver Platform on the objective and constraints depend on each variable, it can automatically break down your model into linear and nonlinear parts, and solve each part using the best algorithms from both linear programming and nonlinear optimization. the result is breakthrough performance, far beyond the level of earlier spreadsheet solvers.
Now Handles Mixed Linear / Nonlinear / Nonsmooth Models
Users often build large Excel models that have some some-smooth functions, such as IF, CHOOSE or LOOKUP, or database functions that depend on the decision variables. Only some non-smooth functions such as IF, MIN and MAX can be automatically transformed by the Polymorphic Spreadsheet Interpreter in Risk Solver Platform and Premium Solver Platform. But the Large-Scale SQP Solver includes an integrated hybrid Evolutionary Solver that can use both genetic algorithms and tabu search / scatter search to optimize non-smooth problems, and can exploit both multi-core CPUs and massively parallel GPUs.
Using information from the Interpreter, the Large-Scale SQP Solver uses genetic algorithm methods to deal with non-smooth or discontinuous variable occurrences, and the SQP method for smooth nonlinear, quadratic and linear variable occurrences -- even in the same constraint or objective function! This potent combination allows you to get results for large, complex models that might have seem "impossible" before.
New Options and Tolerances
The Large-Scale SQP Solver offers several new options and tolerances to improve speed and give you better control of the solution process. The Treat Constraints as Linear and Treat Objective as Linear options allow you to bypass evaluation of the Jacobian matrix at each major iteration, and achieve speeds characteristic of linear programming Solvers on LP and QP problems. The Large-Scale SQP Solver includes a world-class implementation of sparse matrix active-set methods, with modern matrix factorization, for lightning-fast solution of these problems.
Comprehensive User Guide
In addition to the User Guide that comes with Risk Solver Platform, you'll receive our Solver Engine User Guide that describes several field-installable Solver engines, including the Large-Scale SQP Solver. This guide provides complete information on Large-Scale SQP Solver options, the various messages which the Large-Scale SQP Solver can return, how to diagnose problems, and how to control the Large-Scale SQP Solver from VBA in Excel, or from our Solver SDK Platform.
Prices. The Large-Scale SQP Solver Engine solves linear, integer, quadratic, conic, smooth nonlinear, and non-smooth problems, with no fixed limits on the number of variables and constraints. For pricing information for all Solver Engines, please see our Product Catalog. If you are ordering for several users, ask us about quantity discounts and Flexible Use Licenses.
What's Included. The Large-Scale SQP Solver Engine supports Excel 2013 Preview ((32-bit and 64-bit), Excel 2010 (32-bit and 64-bit), Excel 2007, and Excel 2003 on Windows 7, Windows Vista, Windows XP, and Windows Server 2008. It comes with a comprehensive User Guide and extensive online Help. And, like all Frontline Systems products, it includes a 30-day money-back guarantee.
Annual Support Contracts. An Annual Support Contract for the Large-Scale SQP Solver is required for the first year, and at all times in order to obtain software upgrades and technical support beyond basic installation assistance. An Annual Support Contract includes:
- A limited warranty for the functionality and performance of the software product
- All software upgrades for the product released during the contract term
- Ability to trade in this product for an even more powerful Excel Solver product
- Access to protected support pages of our Website
- Technical support by phone and email during normal business hours
- Up to 15 minutes of consulting assistance arising during the contract term
Product Upgrades. If you own an older version of the Risk Solver Platform, Premium Solver Platform or Solver SDK Platform and the MOSEK Solver Engine, you'll receive an automatic upgrade to our latest version at no extra charge if you have a current Annual Support Contract (if you aren't current, see our instructions for "catching up" on annual support and paying the difference in price).
Evaluation Versions. If you want to "try before you buy," simply fill out the form below to register, then download and run the EngineSetup program. (If you're already registered, just login; if you're already logged in, just click the Download button.) If you don't already own Risk Solver Platform or Premium Solver Platform (which is required to use the Large-Scale SQP Solver Engine in Excel), you can also download and run the SolverSetup program. You'll receive an evaluation license code which will allow you to use a full featured, full capacity, full speed version of Risk Solver Platform and the Large-Scale SQP Solver Engine for 15 days, free of charge. You can also download and run the SDKSetup program, and use Solver SDK Platform with the Large-Scale SQP Solver Engine for 15 days.