Microsoft Solver Foundation 3.0 is out, and ready for use with F#:

We pleased to announce the release of Microsoft Solver Foundation v3.0. The Express edition is available at The Standard and Academic Editions of Solver Foundation v3.0 will soon be available online via MSDN and MSDNAA subscriber downloads. 

Microsoft Solver Foundation provides a complete system for model specification, connection to data sources, and access to best-of-breed solvers for Excel users and .Net programmers. Version 3.0 greatly extends the range of real-world models that can be modeled and solved by Solver Foundation, in particular those involving nonlinear expressions. Here is a partial list of new features:

  • A new hybrid local search solver designed to tackle nonlinear models including nonconvex and/or nondifferentiable functions.
  • Mixed integer quadratic programming (MIQP) plug-in support. The just-released Gurobi 4.0 solver is the default MIP and MIQP solver for Solver Foundation.
  • Full plug-in support for nonlinear and mixed-integer nonlinear solvers, making Solver Foundation the ideal platform for solver experimentation and innovation.
  • Access to many new third-party solvers using the new KNITRO and Frontline Solver Platform SDK plug-ins.
  • The Compact Quasi-Newton solver is fully accessible from OML and SFS - without the need for specifying gradient information.
  • 18 new OML operators: If, Exp, Log, Floor, Ceiling, Sin, Cosh, ArcTan, etc.
  • Automatic differentiation (forward and backward).
  • Solver Foundation Services improvements:
    • Solver selection
    • Sparse parameters
    • Multiple model support
    • Better C# export
    • Extended exception object model

The Solver Foundation Team