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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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Announcing Solver Foundation 2.0

Posted Thursday, October 08, 2009 10:25 AM by Nathan Brixius
I'm pleased to announce the release of Solver Foundation 2.0, available at solverfoundation.com . We've added capabilities that allow Solver Foundation to solve important categories of optimization problems, improved the performance and stability our 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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Solver Foundation 2.0 Preview: F# ODSL

Posted Sunday, September 13, 2009 9:08 PM by Nathan Brixius
Lengning Liu has written a great post that highlights another exciting Solver Foundation 2.0 area: a Solver Foundation ODSL in F# . (F# is a functional programming language for .Net.) The ODSL provides an intuitive, cool way to express LP and MIP problems. Read More...
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Dynamic programming, Nash equilibria, and going for it on 4th down

Posted Tuesday, September 08, 2009 3:22 PM by Nathan Brixius
Last weekend marked the first big college football Saturday of the year. The only game I really cared about (now that I am married and have kids) was the Northern Iowa – Iowa game: I went to Iowa , and I grew up in Cedar Falls (home of the UNI campus). Read More...
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Solver Foundation 2.0 Preview: Simulation and Stochastic Programming

Posted Thursday, September 03, 2009 9:28 AM by Nathan Brixius
I'm back from ISMP and helping to put the finishing touches on Solver Foundation 2.0. In our first version we introduced: our declarative modeling language OML; Solver Foundation Services, which provides a powerful, consistent .Net API for modeling and Read More...
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Int'l Symposium on Mathematical Programming, Day 2

Posted Thursday, August 27, 2009 8:22 PM by Nathan Brixius
Here are my notes from the second day of ISMP . ( Here are my day 1 notes. ) I spent the whole day going to IPM talks: Meszaros : Unfortunately I missed the plenary talk by Friedrich Eisenbrand due to microbrews. I attended an IPM session after that - Read More...
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Int'l Symposium on Mathematical Programming, Day 1

Posted Wednesday, August 26, 2009 6:35 AM by Nathan Brixius
I am attending the ISMP math programming conference in Chicago, representing the Solver Foundation team. Here are some of my impressions of Day 1 at ISMP: Plenary [Steven Boyd]: The plenary speaker was Steve Boyd who talked about real-time embedded convex 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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