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Solver Foundation on Hanselminutes

Posted Wednesday, December 09, 2009 7:57 AM by Nathan Brixius
The latest edition of Scott Hanselman 's Hanselminutes podcast features yours truly. We talked about Solver Foundation, numerical optimization, and good old-fashioned code optimization. Scott's a great guy and doing the podcast was a lot of fun. Those Read More...
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Controlling Simplex and IPM termination conditions

Posted Monday, November 30, 2009 1:17 PM by Nathan Brixius
On our MSDN message board there was a question about how to control when the SimplexSolver aborts. You can do this by providing an abort callback to the params object sent to the solver. For example, to terminate after 100ms: private static void PetrochemLinearModel() Read More...
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Using Solver Foundation's Unconstrained Nonlinear Solver

Posted Thursday, October 15, 2009 3:48 PM by Nathan Brixius
Hey, did you know that Solver Foundation can solve unconstrained nonlinear optimization problems? Yep, it's true. Few people know about it because 1) we haven't talked about it too much and 2) it is not accessible from the SFS (which means you can't use Read More...
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Solver Foundation 2.0 Preview: Second Order Conic Programming

Posted Thursday, October 01, 2009 9:32 PM by Nathan Brixius
A couple of weeks ago I wrote about one of our big features for Solver Foundation 2.0: stochastic programming . In this post I want to talk about a new solver for 2.0: an interior-point solver for Second Order Conic Programming (SOCP). Second Order Conic Read More...
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Using the Solver Foundation Interior Point Solver

Posted Thursday, September 24, 2009 2:24 PM by Nathan Brixius
I've had a few requests on this topic, so I thought I would give a simple example of how to write code against Solver Foundation's interior point solver. If you are new to Solver Foundation, be warned that this is something of an "advanced topic". The Read More...
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Quadratic Assignment Problems: solution enumeration

Posted Monday, July 27, 2009 9:53 AM by Nathan Brixius
In the last few posts we have given code for computing the Gilmore Lawler bound for quadratic assignment problems, and described two different branching techniques . In this post we show how to enumerate solutions of a small QAP. The possible solutions Read More...
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Quadratic Assignment Problems: strong and weak branching

Posted Sunday, July 19, 2009 7:19 PM by Nathan Brixius
Let's pick up where we left off last time and write a score-based Branch delegate. It will be used as the basis for both of our "real" branching functions. private BranchingDecision BranchCore( BranchAndBoundNode node, double bound, double [][] S) { RowColumnSums(S, Read More...
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Quadratic assignment problems: branching

Posted Sunday, July 12, 2009 4:24 PM by Nathan Brixius
(This is part of a long-running series on quadratic assignment problems in C#. Click here to catch up. ) Branching means to divide the search space represented by a node into subnodes. QAP is about making assignments of facilities to locations, so two Read More...
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Solver Foundation LINQ to SQL example

Posted Tuesday, June 02, 2009 7:45 AM by Nathan Brixius
Erwin, a modeling consultant and top Solver Foundation user, encountered some problems trying to do two-way data binding using DataTable objects. There are more details on this discussion thread . Ross, a member of the Solver Foundation team, was kind Read More...
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Solver Foundation TSP Part II: Directives, Solver Plugins, Model Libraries

Posted Thursday, May 07, 2009 8:47 PM by Nathan Brixius
Here is my as-promised "part 2" to my traveling salesman sample . My goal is not to try and do any "production level" modeling, but instead "point the way" by highlighting different aspects of Solver Foundation's architecture. This time I want to talk Read More...
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Creating parameterized Solver Foundation models using LINQ to SQL

Posted Tuesday, May 05, 2009 1:29 PM by Nathan Brixius
On the Solver Foundation MSDN forum there was a question about how to read model data from a DB and use it within a Solver Foundation model. In this post I will extend my production planning sample to use LINQ to SQL. To follow along at home you will Read More...
9 Comments

Solving traveling salesman problems using Solver Foundation

Posted Monday, April 27, 2009 8:18 AM by Nathan Brixius
Here's an example that I walked through during yesterday's INFORMS session. Erwin has two blog postings about Solver Foundation and the traveling salesman problem, but I want to throw in my two cents because I want to emphasize a couple of points: By Read More...
4 Comments

Modeling a production planning problem using Solver Foundation

Posted Friday, April 24, 2009 1:01 PM by Nathan Brixius
In this post I am going to present two complete C# programs for modeling and solving a simple production problem using Solver Foundation. In this example we have two refineries (located in Saudi Arabia and Venzuela) that produce three products: gasoline, Read More...
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