Microsoft Solver Foundation version 1.1 released
Microsoft Solver Foundation version 1.1 has been released and the Express version can be downloaded for free here. 1.1 is a big deal because of the introduction of our solver plug-in model. This allows new or existing 3rd party solvers to interface with Solver Foundation Services (SFS) directly - meaning that existing OML models, C#, or other .Net application code will work without changes. As improvements in solver technology emerge, your application code will benefit without a single line of code being changed. We did not just throw the plug-in model over the wall - we have partnered with some of the top names in the field to provide certified plug-ins. The Gurobi MIP solver is included in this release as the default MIP solver (recent, independent benchmarks for Gurobi are available here). We also provide a Mosek partner wrapper. In addition, we provide reference plug-ins (with source code) for CPLEX, Mosek, Xpress-MP, and lp_solve. If you have one of these solvers, it's very easy to drop in the plug-in and get the benefits of Solver Foundation Services: declarative modeling, transparent parallelism, a fully-featured .Net API.
We have also made a number of other improvements. Solver Foundation now supports SOS2 (special ordered sets) - an ordered set of non-negative decisions where at most two consecutive values are nonzero. There is a complete description of the syntax with examples in the Excel Programming Primer document (Appendix 4). We're shipping a number of new examples, including more data binding and ASP.Net samples. Finally, we've improved the performance across the board. In particular, I am proud to say that the performance of our interior-point solvers has improved by 20%, with bigger gains for some problems.
Give it a try and let me know what you think. Post on the Solver Foundation forum with questions or comments, we want to hear from you. 2009 will be a big year for Solver Foundation and it's great to kick it off with this release.