Microsoft Solver Foundation

In this post we will show you how to use third-party solvers with the Microsoft Solver Foundation Add In for Excel. We assume that you have installed the Express version of Solver Foundation 3.1 from solverfoundation.com . There are two steps in the process...

For years, Solver Foundation has provided the ability to plug-in third party solvers so that they can be used using the same programming model as Solver Foundation’s built-in solvers. In the past, solvers were registered using configuration files...

Microsoft Solver Foundation 3.1 is now ready for download. Solver Foundation provides a complete system for optimization model specification, connection to data sources, and access to best-of-breed solvers for Excel users and .Net programmers. The Express...

The next release of Solver Foundation, Microsoft Solver Foundation 3.1, will be released next month. The feature set for 3.1 is the result of feedback from numerous partners and customers. This post summarizes some of the improvements. Improved Nonlinear...

The Gurobi connector for Solver Foundation has been updated for Gurobi 4.5. You can obtain the connector by visiting the Solver Foundation forum . Here are installation and usage instructions for the connector. These instructions have been verified on...

We are pleased to announce an updated Solver Foundation connector to the popular MOSEK solver. MOSEK is designed to solve large-scale linear, mixed integer, and certain types of nonlinear models. To get started, download the free connector at the Solver...

Soma announced on his blog today that there's a brand new MSDN forum and DevLabs home page for Solver Foundation. The new MSDN forum is a great place to ask questions, share examples, and provide feedback to the team. Visit the MSDN forum at ...

As announced on the Solver Foundation MSDN forum , over the next few days we'll be rolling out brand-new Solver Foundation sites: A brand new forum for questions and discussions. It has better search, code formatting, and more. A new download...

We've posted a new video that shows how to use the Excel add-in for Solver Foundation 3.0. If you are new to modeling, optimization, or Solver Foundation, we hope you'll find this video useful as you get started. For more, check...

Parameters represent input data for a model. Parameters are most useful when they are associated with Sets. Associating Sets with Parameters allows you define tables (or if you like: vectors and matrices) of data: these are called "indexed parameters...

In our last post we described the new API of Solver Foundation 3.0 for non-linear model s . In particular we described the new API for the Compact Quasi Newton (CQN) solver. We also showed how to model and solve non-linear models using the solver interface...

Several days ago, Microsoft Solver Foundation 3.0 was released , providing new features to build and solve nonlinear models. These features are at the solver, Solver Foundation Services, and modeling levels. Solver Foundation’s Compact Quasi Newton solver...

We pleased to announce the release of Microsoft Solver Foundation v3.0. The Express edition is available at http://code.msdn.microsoft.com/solverfoundation . The Standard and Academic Editions of Solver Foundation v3.0 will soon be available online via...

The Solver Foundation team will once again be at the INFORMS annual meeting , this year in Austin, Texas. We will be showcasing our upcoming release featuring nonlinear optimization, mixed integer quadratic programming, new OML operators, SFS improvements...

The Solver Foundation team has been hard at work on our next release. We want to take a break from the action to share some details about we plan to ship. Our focus is to broaden the range of real-world models that can be created, solved and analyzed...

Solver Foundation developers can update their environment to use the latest solver from Gurobi . In the Downloads area of the MSDN gallery site, the files: Gurobi 3.0 Solver and Plug-In for Microsoft Solver Foundation - 32-bit Gurobi 3.0 Solver...

In Solver Foundation 2.1 we added very basic support for VBA in the Excel Add-In. By obtaining the MSF add-in COM object you can call Solve, which has the same effect as clicking the “Solve” button in the Solver Foundation Ribbon: Here is a code sample...

In this post we introduce some utility methods to make it easier to work with arrays in Solver Foundation programs. Most real models involve either input parameters or output decision variables that involve collections. For example, in an investment portfolio...

In the 2.1 release of Microsoft Solver Foundation, there is a bug in the sample plug-in for the XpressMPSolver. For improved performance variable/row keys are no longer specified by Solver foundation services when creating LinearModel object. In order...

The Solver Foundation team is interested in your experience with the product. Please complete the short survey linked to below and share your thoughts on the current release and prioritization of areas for future releases. Thanks for your time! http:...

Mixed integer programming (MIP) models are one of the most commonly formulated Solver Foundation model types. “Mixed” refers to the fact that such models contain both integer and continuous (real) decision variables. People frequently want...

In a previous post, we discussed modeling tricks for min-max problems .  From there, it is simple to handle absolute values as well.  Consider a problem of the form minimize Abs( a * x + b) where a is a row vector and x is a column vector. ...

When modeling problems, one may come to a formulation that is not directly model-able using the Solver Foundation API, but that may be reformulated as a known Solver Foundation model type (LP, QP, CSP, etc).  Consider certain min-max problems, which...

Solver Foundation Version 2.1 introduced a new API class called LinearReport that allows programmatic access of the report data. You can use this class to retreive sensitivity and infeasibility information. Let’s discuss with a simple model:...

When using the .NET Framework 3.5, a workaround is required to use a WCF service application with Solver Foundation. Without this workaround, the application may cause a configuration exception: "exePath must be specified when not running inside a stand...