Premium Solver is an advanced version of the Solver found in Microsoft Excel and includes a more powerful optimisation engine, faster calculations, and new reporting features - all integrated seamlessly into Microsoft Excel. The fast problem setup feature means problems can be defined up to 50 times faster.
The Risk Solver Platform offers Monte Carlo simulation, decision trees, powerful conventional optimization, simulation optimization, and stochastic optimization capabilities, for problems of virtually any size.

Editions

Click on the Edition to see more information and pricing

Premium Solver Pro 2014

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Premium Solver Pro 2014

Premium Solver Logo

Premium Solver Pro is a powerful, 100% compatible Excel Solver upgrade for conventional optimization that can solve problems up to 10 times the size, 2 times to 50 times faster.

  • Easily model your problem in Excel and find the best solution

  • Build an optimization model of virtually any size and type

  • Get better answers to even the hardest problem types

  • Identify and understand trade-offs in alternative solutions

  • Use comprehensive reporting and charting to share your results

  • Guided and Auto-Help Mode, Active Support, Live Chat in Excel

  • New in V2014: Multi-Dimensional Optimization Modeling


What's New in Frontline Solvers v2014

We're pleased to introduce Version 2014 of Frontline Solvers for Excel.  The biggest news in  v2014 release is the introduction of Dimensional Modeling, a powerful new facility for building what-if, optimization and simulation models that are better structured, far more compact, and easier to maintain and extend.  But that's not all...


Better Interactive Performance

If you've used the software, you've been accustomed to the fastest Monte Carlo simulation in Excel, and the fastest available Solvers for mathematical optimization.  But in v2014, the focus is on faster interactive performance, when starting up Excel, switching among worksheets and multiple open workbooks, and working with large models with thousands to hundreds of thousands of formulas, constraints and/or probability distributions.  If you've ever found yourself waiting, you'll be pleased when you try v2014!


ProActive Technical Support

Active Support in our v12.5 release, with Live Chat to a support rep embedded in Excel, was a hit with our users.  We've taken this a step further with ProActive Support.  Our goal is to minimize time when you're "stuck", and bypass the initial steps of a tech support call or email, where users often struggle to describe what's wrong.  In v2014, if you encounter a certain number of error messages or unusual conditions, we will automatically create a support ticket in our Help Desk, prompting our support reps to follow up with you by email.


As always, no information about your actual model, such as numbers or formulas in any worksheet cells, is ever reported to Frontline's servers. Only "events" that occur in our software, such as "an optimization was run", "the model was diagnosed as nonlinear", or "error message xyz appeared", are reported. And you can turn this on or off via the Help - Support Mode menu option.  We are watching out for your privacy!


Multi-Dimensional Modeling

Dimensional Modeling in Analytic Solver Platform, Risk Solver Platform and Premium Solver Platform v2014 is a breakthrough capability for spreadsheet users.  You can use it to build what-if models and perform sensitivity analysis in new ways.  But you can also use it to build more structured, easily readable, compact optimization and simulation models, that represent business situations with many ‘dimensions’ such as products, customer types, geographic regions, or time periods.


If you’ve used Pivot Tables or PowerPivot in Excel, or if you’ve used a multidimensional database, data warehouse or business intelligence tool, the concepts behind Dimensional Modeling will probably be familiar.  But these tools primarily deal with multidimensional data, generally reflecting the past.  Dimensional Modeling makes it easy to construct multidimensional models, composed of formulas, that you can use in planning the future.


Use Everything You Know

You can use everything you know about Excel formulas in Dimensional Modeling.  For example, if cell A1 contains a number and cells B2 and C3 contain =PsiCube() functions, a formula like =A1+B2*C3 in a cell will yield a “cube result,” multiplying and adding the appropriate values along several dimensions.  You can also define B2 and C3 based on Pivot Tables containing input data, and easily obtain a Pivot Table that displays the results of =A1+B2*C3. Double-clicking a cube formula displays a built-in multi-dimensional cube result viewer with drag-and-drop pivoting of dimensions.  Other Psi functions can write cube results to cell ranges.


Very often, a successful model is expanded to include more products, regions, time periods, etc.  This is much easier to do with a Dimensional Model than with a traditional spreadsheet model.  Formulas like =A1+B2*C3 need not change at all when you add elements (more cell or database values) to the existing dimensions.  You can even add new dimensions to B2 and C3, or turn A1 from a single cell to a cube, and =A1+B2*C3 will automatically calculate results across the additional dimensions.


Better Optimization and Simulation Models

You can use Dimensional Modeling to create far more compact optimization and simulation models.  For example, blocks of constraints that once required large ranges of repetitive formulas can now be entered in one or a few cells, drastically reducing the number of formulas.  Similarly, in a simulation model, blocks ofuncertain functions that once required large numbers of repetitive formula cells can be reduced to one or a few cells.  You can define as many “structural dimensions” as you like, and use up to 8 of them at one time, in any calculated “cube intermediate result” in a formula.


Multi-Dimensional Parametric Analysis

With Dimensional Modeling, you can define as many parametric dimensions as you like, and create cubes of parameter values that are defined over one or more dimensions.  You can then perform sensitivity analysis or run multiple optimizations or simulations, where any subset of your parametric dimensions are “active” (the others are “locked”), and get results for all combinations of the parameter values you’ve defined.


Just as you can expand a model by adding a structural dimension, automatically generalizing one or more cubes over the new dimension without changing your formulas, you can add a parametric dimension, use it in one or more cubes, and expand your sensitivity analysis, optimization or simulation runs to include more scenarios, without changing any formulas.


Some Assembly Required

If you’re used to conventional "columns and rows" spreadsheet modeling, Dimensional Modeling will require some learning and practice.  But when you want to construct larger models for common business situations, the payoff from Dimensional Modeling can be huge.  In our user survey one year ago, of all the possible enhancements we could offer, Dimensional Modeling was the idea that elicited the strongest positive response from our users. We look forward to seeing what you do with this powerful new facility!


Additional Features

  • Excel Solver compatible - Use existing Solver models and VBA macros as-is, but solve faster -- just open your workbook and solve.

  • Solve larger models - Handle linear problems with up to 2,000 decision variables, 10X the limits of the basic Excel Solver, and other problems up to 500 variables, 2.5X the limits of the basic Solver.

  • Build better models - Guided Mode helps you better understand your model, refine it for better answers in less time, and find and correct any errors.

  • Get answers in less time - Find solutions between 2X and 50X faster (depending on your model type) with more advanced Solver engines and optimization algorithms.

  • Easy to use interface - Use either a dialog-based interface that matches the basic Excel Solver, or our Ribbon and Task Pane interface with quick access to advanced features and help.

  • Helpful example models - Over 60 example models show you step by step how to create a basic Solver model, build more complex models, and use advanced features.

  • Remove guesswork - Define your model and Premium Solver Pro will determine its type and automatically choose the best available Solver engine to solve it.

  • Easy upgrades - We developed the solver in Excel -- you get a 100% compatible upgrade now, and the ability to upgrade further to Solver products handling up to millions of decision variables.

 

Capture Uncertainty in Your Models to Make Even Better Decisions

Conventional optimization is a great decision making tool. But you can go further to take into account uncertainty, by seamlessly combining Risk Solver Pro with Premium Solver Pro. Together, they'll search through thousands of possible decisions and, for each one, through thousands of possible outcomes to identify the best decision.  And this combo can be upgraded further, whenever you want, to Risk Solver Platform, for even greater stochastic optimization power.

Premium Solver Diagram
 

 
  • Easily add simulation - Adding simulation to an optimization model is easy and you'll be amazed by the additional insights and decision making confidence you'll get as a result.

  • Better answers - Our Evolutionary Solver for simulation optimization models gets you the best answers by intelligently analyzing your model, and automatically choosing from a range of built-in, advanced solving methods -- more than any other product.

  • The speed you need - Risk Solver Pro's simulation speed advantage is even greater when solving inherently more complex simulation optimization models.

  • Single interface - Both products share a single integrated interface so you can easily and quickly build simulation optimization models, with variables and constraints just like the Excel Solver.

  • More for less - For less than competitors charge just for simulation optimization, you'll also get all the advanced Monte Carlo simulation features standard with Risk Solver Pro.

 

Compare our Solvers for Excel

We have a range of Solver products to meet your needs. Below are several comparison charts to help you choose. We're happy to assist with any questions, to help make sure you find the right product for your unique needs.
 

Compare Solvers for Excel (Summary)
Compare Solvers for Excel (Detailed)
Compare Built-in Solver Engines

Premium Solver Platform 2014

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Premium Solver Platform 2014

Premium Solver Logo

Premium Solver Platform is our most powerful upgrade for conventional optimization. It offers far more speed and power than even Premium Solver Pro, solving a wider variety of harder problems in less time.

  • Easily model your problem in Excel with full support for VBA

  • Build an optimization model of virtually any size and type

  • Get better answers to even the hardest problem types

  • Identify and understand trade-offs in alternative solutions

  • Use comprehensive reporting and charting to share your results

  • Guided and Auto-Help Mode, Active Support, Live Chat in Excel

  • New in v2014: Multi-Dimensional Optimization Modeling

 

What's New in Frontline Solvers v2014

We're pleased to introduce Version 2014 of Frontline Solvers for Excel.  The biggest news in  v2014 release is the introduction of Dimensional Modeling, a powerful new facility for building what-if, optimization and simulation models that are better structured, far more compact, and easier to maintain and extend.  But that's not all...


Better Interactive Performance

If you've used the software, you've been accustomed to the fastest Monte Carlo simulation in Excel, and the fastest available Solvers for mathematical optimization.  But in v2014, the focus is on faster interactive performance, when starting up Excel, switching among worksheets and multiple open workbooks, and working with large models with thousands to hundreds of thousands of formulas, constraints and/or probability distributions.  If you've ever found yourself waiting, you'll be pleased when you try v2014!


ProActive Technical Support

Active Support in our v12.5 release, with Live Chat to a support rep embedded in Excel, was a hit with our users.  We've taken this a step further with ProActive Support.  Our goal is to minimize time when you're "stuck", and bypass the initial steps of a tech support call or email, where users often struggle to describe what's wrong.  In v2014, if you encounter a certain number of error messages or unusual conditions, we will automatically create a support ticket in our Help Desk, prompting our support reps to follow up with you by email.


As always, no information about your actual model, such as numbers or formulas in any worksheet cells, is ever reported to Frontline's servers. Only "events" that occur in our software, such as "an optimization was run", "the model was diagnosed as nonlinear", or "error message xyz appeared", are reported. And you can turn this on or off via the Help - Support Mode menu option.  We are watching out for your privacy!


Multi-Dimensional Modeling

Dimensional Modeling in Analytic Solver Platform, Risk Solver Platform and Premium Solver Platform v2014 is a breakthrough capability for spreadsheet users.  You can use it to build what-if models and perform sensitivity analysis in new ways.  But you can also use it to build more structured, easily readable, compact optimization and simulation models, that represent business situations with many ‘dimensions’ such as products, customer types, geographic regions, or time periods.


If you’ve used Pivot Tables or PowerPivot in Excel, or if you’ve used a multidimensional database, data warehouse or business intelligence tool, the concepts behind Dimensional Modeling will probably be familiar.  But these tools primarily deal with multidimensional data, generally reflecting the past.  Dimensional Modeling makes it easy to construct multidimensional models, composed of formulas, that you can use in planning the future.


Use Everything You Know

You can use everything you know about Excel formulas in Dimensional Modeling.  For example, if cell A1 contains a number and cells B2 and C3 contain =PsiCube() functions, a formula like =A1+B2*C3 in a cell will yield a “cube result,” multiplying and adding the appropriate values along several dimensions.  You can also define B2 and C3 based on Pivot Tables containing input data, and easily obtain a Pivot Table that displays the results of =A1+B2*C3. Double-clicking a cube formula displays a built-in multi-dimensional cube result viewer with drag-and-drop pivoting of dimensions.  Other Psi functions can write cube results to cell ranges.


Very often, a successful model is expanded to include more products, regions, time periods, etc.  This is much easier to do with a Dimensional Model than with a traditional spreadsheet model.  Formulas like =A1+B2*C3 need not change at all when you add elements (more cell or database values) to the existing dimensions.  You can even add new dimensions to B2 and C3, or turn A1 from a single cell to a cube, and =A1+B2*C3 will automatically calculate results across the additional dimensions.


Better Optimization and Simulation Models

You can use Dimensional Modeling to create far more compact optimization and simulation models.  For example, blocks of constraints that once required large ranges of repetitive formulas can now be entered in one or a few cells, drastically reducing the number of formulas.  Similarly, in a simulation model, blocks ofuncertain functions that once required large numbers of repetitive formula cells can be reduced to one or a few cells.  You can define as many “structural dimensions” as you like, and use up to 8 of them at one time, in any calculated “cube intermediate result” in a formula.


Multi-Dimensional Parametric Analysis

With Dimensional Modeling, you can define as many parametric dimensions as you like, and create cubes of parameter values that are defined over one or more dimensions.  You can then perform sensitivity analysis or run multiple optimizations or simulations, where any subset of your parametric dimensions are “active” (the others are “locked”), and get results for all combinations of the parameter values you’ve defined.


Just as you can expand a model by adding a structural dimension, automatically generalizing one or more cubes over the new dimension without changing your formulas, you can add a parametric dimension, use it in one or more cubes, and expand your sensitivity analysis, optimization or simulation runs to include more scenarios, without changing any formulas.


Some Assembly Required

If you’re used to conventional "columns and rows" spreadsheet modeling, Dimensional Modeling will require some learning and practice.  But when you want to construct larger models for common business situations, the payoff from Dimensional Modeling can be huge.  In our user survey one year ago, of all the possible enhancements we could offer, Dimensional Modeling was the idea that elicited the strongest positive response from our users. We look forward to seeing what you do with this powerful new facility!


Industry Leading Optimization Capabilities

Premium Solver Platform provides the best-in-class tools you need to solve virtually any conventional optimization problem of any size, while helping you along the way.

  • Excel Solver compatible - Use existing Solver models and VBA macros as-is, but solve faster -- just open your workbook and solve.

  • Upgrade to full analytics - Upgrade Premium Solver Platform for Windows to handle stochastic and robust optimization, all the way to full-power predictive and prescriptive analytics.

  • Unlimited size models - Handle problems with up to 8,000 decision variables (40 times larger than the Excel Solver) using built-in Solver engines, and virtually unlimited size problemswith optional plug-in Solver engines.

  • Easier model building - Our Constraint Wizard helps you think about and define constraints. Guided Mode helps you better understand your model, refine it for better answers in less time, and find and correct any errors.  When you're up to speed, Auto-Help Mode gives you expert help only when you encounter an error.

  • Dimensional modeling - Build more structured, easily readable, compact Excel models, that represent business situations with many 'dimensions' such as products, customer types, geographic regions, or time periods.

  • Helpful example models - Over 60 example models show you step by step how to create a basic Solver model, build more complex models, and use more advanced features.

  • Better solutions - Find better solutions to portfolio optimization problems, global optimization problems, and models using arbitrary Excel functions with the built-in LP/Quadratic, SOCP Barrier, Interval Global and Evolutionary Solvers.

  • Faster solutions - Find solutions between 2X and 200X faster thanks to more advanced Solver engines, better optimization algorithms, and our super-fast, proven accurate PSI Interpreter.

  • Insightful reports & charts - Easily understand and share results, and get insight into the key drivers of your model results and potential decision trade-offs you can make.

  • Easy to use interface - Use either a dialog-based interface that matches the basic Excel Solver, or ourRibbon and Task Pane interface with quick access to advanced features and help.

  • Remove guesswork - Simply define your model in Excel -- Premium Solver Platform will analyse it algebraically and automatically choose the best available Solver engine for it.

  • Automatic transformation - Premium Solver Platform goes beyond model analysis -- if your model would solve slowly because it uses functions like IF, VLOOKUP and HLOOKUP, MIN and MAX, it will seek to transform your model automatically into a form that can be solved much more quickly and accurately.

  • Upgrade Solver Engines - We developed the solver in Excel -- you get an extremely powerful, 100% compatible upgrade now, and the ability to "plug in" the world's best Solver engines for every type of optimization problem, whenever you need them.  Your plug-in Solver engines will work with all our Platform products.

 

The Best Optimization Technology for the Best Solutions

At the heart of Premium Solver Platform is the combination of our advanced Solver Engines and our proprietary PSI Interpreter -- which algebraically analyzes your formulas, delivers model structure information crucial for advanced optimization algorithms, computes function gradient and curvature results with maximumspeed and accuracy, and fully exploits multiple processor cores. And we make all this advanced technology easy -- even automatic -- for you to use.


With Premium Solver Platform you'll get more accurate results in less time, no matter what type of optimization problem you are trying to solve, and what Solver Engine you use to solve it. No other product comes close -- except our own Risk Solver Platform, an even more powerful product that 100% upward compatible from Premium Solver Platform!


Compare our Solvers for Excel

We have a range of Solver products to meet your needs. Below are several comparison charts to help you choose. We're happy to assist with any questions, to help make sure you find the right product for your unique needs.

Compare Solvers for Excel (Summary)
Compare Solvers for Excel (Detailed)
Compare Built-in Solver Engines
Compare Optional Solver Engines

Risk Solver Platform 2014

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Risk Solver Platform 2014

The Most Powerful Excel Tool to Analyze Risk and Find Optimal Plans and Decisions. Risk Solver Platform offers Monte Carlo simulation, decision trees, powerful conventional optimization, simulation optimization, and stochastic optimization capabilities, for problems of virtually any size.

  • Easily model your problem, for both risk analysis and optimization

  • Understand the range of potential outcomes given uncertainty

  • Identify drivers of your risk, explore options to mitigate risk

  • Optimize plans with "here and now" and "wait and see" decisions

  • Make complex decision choices visually clear using decision trees

  • Visually share key insights to better manage risk and make decisions

  • Use the most powerful methods available anywhere, from inside Excel

  • Visualization and data mining of Monte Carlo simulation results, Guided and Auto-Help Mode, Active Support, Live Chat in Excel

  • New in v2014: Multi-Dimensional Simulation and Optimisation Models


What's New in Frontline Solvers v2014

We're pleased to introduce Version 2014 of Frontline Solvers for Excel.  The biggest news in  v2014 release is the introduction of Dimensional Modeling, a powerful new facility for building what-if, optimization and simulation models that are better structured, far more compact, and easier to maintain and extend.  But that's not all...


Better Interactive Performance

If you've used the software, you've been accustomed to the fastest Monte Carlo simulation in Excel, and the fastest available Solvers for mathematical optimization.  But in v2014, the focus is on faster interactive performance, when starting up Excel, switching among worksheets and multiple open workbooks, and working with large models with thousands to hundreds of thousands of formulas, constraints and/or probability distributions.  If you've ever found yourself waiting, you'll be pleased when you try v2014!


ProActive Technical Support

Active Support in our v12.5 release, with Live Chat to a support rep embedded in Excel, was a hit with our users.  We've taken this a step further with ProActive Support.  Our goal is to minimize time when you're "stuck", and bypass the initial steps of a tech support call or email, where users often struggle to describe what's wrong.  In v2014, if you encounter a certain number of error messages or unusual conditions, we will automatically create a support ticket in our Help Desk, prompting our support reps to follow up with you by email.


As always, no information about your actual model, such as numbers or formulas in any worksheet cells, is ever reported to Frontline's servers. Only "events" that occur in our software, such as "an optimization was run", "the model was diagnosed as nonlinear", or "error message xyz appeared", are reported. And you can turn this on or off via the Help - Support Mode menu option.  We are watching out for your privacy!


Multi-Dimensional Modeling

Dimensional Modeling in Analytic Solver Platform, Risk Solver Platform and Premium Solver Platform v2014 is a breakthrough capability for spreadsheet users.  You can use it to build what-if models and perform sensitivity analysis in new ways.  But you can also use it to build more structured, easily readable, compact optimization and simulation models, that represent business situations with many ‘dimensions’ such as products, customer types, geographic regions, or time periods.


If you’ve used Pivot Tables or PowerPivot in Excel, or if you’ve used a multidimensional database, data warehouse or business intelligence tool, the concepts behind Dimensional Modeling will probably be familiar.  But these tools primarily deal with multidimensional data, generally reflecting the past.  Dimensional Modeling makes it easy to construct multidimensional models, composed of formulas, that you can use in planning the future.


Use Everything You Know

You can use everything you know about Excel formulas in Dimensional Modeling.  For example, if cell A1 contains a number and cells B2 and C3 contain =PsiCube() functions, a formula like =A1+B2*C3 in a cell will yield a “cube result,” multiplying and adding the appropriate values along several dimensions.  You can also define B2 and C3 based on Pivot Tables containing input data, and easily obtain a Pivot Table that displays the results of =A1+B2*C3. Double-clicking a cube formula displays a built-in multi-dimensional cube result viewer with drag-and-drop pivoting of dimensions.  Other Psi functions can write cube results to cell ranges.


Very often, a successful model is expanded to include more products, regions, time periods, etc.  This is much easier to do with a Dimensional Model than with a traditional spreadsheet model.  Formulas like =A1+B2*C3 need not change at all when you add elements (more cell or database values) to the existing dimensions.  You can even add new dimensions to B2 and C3, or turn A1 from a single cell to a cube, and =A1+B2*C3 will automatically calculate results across the additional dimensions.


Better Optimization and Simulation Models

You can use Dimensional Modeling to create far more compact optimization and simulation models.  For example, blocks of constraints that once required large ranges of repetitive formulas can now be entered in one or a few cells, drastically reducing the number of formulas.  Similarly, in a simulation model, blocks ofuncertain functions that once required large numbers of repetitive formula cells can be reduced to one or a few cells.  You can define as many “structural dimensions” as you like, and use up to 8 of them at one time, in any calculated “cube intermediate result” in a formula.


Multi-Dimensional Parametric Analysis

With Dimensional Modeling, you can define as many parametric dimensions as you like, and create cubes of parameter values that are defined over one or more dimensions.  You can then perform sensitivity analysis or run multiple optimizations or simulations, where any subset of your parametric dimensions are “active” (the others are “locked”), and get results for all combinations of the parameter values you’ve defined.


Just as you can expand a model by adding a structural dimension, automatically generalizing one or more cubes over the new dimension without changing your formulas, you can add a parametric dimension, use it in one or more cubes, and expand your sensitivity analysis, optimization or simulation runs to include more scenarios, without changing any formulas.


Some Assembly Required

If you’re used to conventional "columns and rows" spreadsheet modeling, Dimensional Modeling will require some learning and practice.  But when you want to construct larger models for common business situations, the payoff from Dimensional Modeling can be huge.  In our user survey one year ago, of all the possible enhancements we could offer, Dimensional Modeling was the idea that elicited the strongest positive response from our users. We look forward to seeing what you do with this powerful new facility!


Industry Leading Optimization Capabilities

Risk Solver Platform provides the best-in-class tools you need to solve virtually any conventional optimization problem of any size, and unique tools to solve stochastic optimization problems of any type, while helping you along the way.

  • Solve any model type - Since it handles conventional optimization, simulation optimization, and stochastic optimization problems, you can build virtually any model you want, and let Risk Solver Platform take it from there.

  • Upgrade to full analytics - Upgrade Premium Solver Platform for Windows to handle stochastic and robust optimization, all the way to full-power predictive and prescriptive analytics.

  • Unlimited size models - Handle problems with up to 8,000 decision variables (40 times larger than the Excel Solver) using built-in Solver engines, and virtually unlimited size problemswith optional plug-in Solver engines (PDF).

  • Wizards and Guided Mode - Our Constraint Wizard helps you think about and define constraints.  Guided Mode helps you better understand your model, refine it for better answers in less time, and find and correct any errors.  When you're up to speed, Auto-Help Mode gives you expert help only when you encounter an error.

  • Dimensional modeling - Build more structured, easily readable, compact Excel models, that represent business situations with many 'dimensions' such as products, customer types, geographic regions, or time periods.

  • Helpful example models - Over 60 example models show you how to create Excel Solver-compatible optimization models, Monte Carlo simulation models, decision tree models, simulation optimization models, and stochastic optimization models with chance constraints and recourse decisions.

  • Better solutions - Find better solutions to portfolio optimization problems, global optimization problems, and models using arbitrary Excel functions with Risk Solver Platform's built-in LP/Quadratic, SOCP Barrier, Interval Global and Evolutionary Solvers.

  • The fastest optimizations - Find solutions between 2X and 200X faster than the Excel Solver, thanks to more advanced Solver engines, better optimization algorithms, and our super-advanced PSI Interpreter.


Industry Leading Monte Carlo Simulation and Risk Analysis

Over 20+ years of our own R&D and working directly with Microsoft, most recently implementing the new, more-accurate probability distribution functions built-in to Excel 2010 and Excel 2011, has enabled us to bring you a proven accurate Monte Carlo simulation tool which is much faster than competing alternatives.


And our expertise in predictive analytics brings you multi-chart data visualization and even data mining of your simulation results -- not available in any competitive product.

  • Complete set of features - Over 50 probability distributions and over 30 statistics are included, as well as the ability to fit distributions and automatically update them.

  • Seamless integration - All functions work as native Excel functions, so if you know even a little about Excel you'll be up and running in no time.

  • Insightful charts - From instant preview charts of distributions and fully customizable charts of inputs and outputs, to customizable multi-chart windows with full data visualization features, to charts that automatically cover multiple parameterisedsimulations, Risk Solver Platform gives you greater insights.

  • Helpful example models - Over 30 example models show you step by step how to create a basic simulation model, use Interactive Simulation, run multiple parameterized simulations, use distribution fitting and more.

  • Easy to use - An intuitive Ribbon and Task Pane, a unique step by step Distribution Wizard, and in-product Help set you up for success.

  • The fastest simulations - At up to 100x faster than competing alternatives thanks to our super-fast, proven accurate PSI Interpreter, you'll spend less time watching your simulation run, and more time analyzing results.


Combine Optimization and Simulation to Make Even Better Decisions

Optimization helps you make better choices when you have all the data, and simulation helps you understand the possible outcomes when you don’t. Risk Solver Platform enables you to combine these analytic methods, so you can make better choices for decisions you do control, taking into account the range of potential outcomes for factors you don’t control.
 

Risk Solver Pro Plus Premium Solver Pro

 

  • One model does it all - With a single model you can optimize your decisions while taking uncertainty into account. The result is a more realistic model that helps you make better decisions.

  • Define recourse decisions - Many real-world situations involve both decisions that you must make "here and now", and decisions you can make on a "wait and see" basis, after all or part of the uncertainty is resolved. Only Risk Solver Platform enables you to include bothtypes of decisions in your model -- which often results in different and better decisions "here and now."

  • Multiple ways to solve - Only Risk Solver Platform has built-in support for simulation optimization, stochastic programming, and robust optimization for models with uncertainty, offering multiple Solver engines for each of these methods.  Products that support only simulation optimization cannot handle large-scale optimization models with uncertainty.

  • The speed you need - Risk Solver Platform's optimization and simulation speed advantage is even greaterwhen solving these more complex, and useful, models.

  • Single interface - Risk Solver Platform has a single integrated interface for simulation, conventional and stochastic optimization, and decision trees, so you can access every feature and see your entire model at a glance.


Powerful Decision Tree capabilities

Decision Trees help you visually lay out complex decisions to not only make choices clear, but also help you understand which choices you should make and the risk associated with each.

  • Easily build trees - Build single and multi-stage decision trees simply by filling in fields, and modify them right in Excel.

  • Add uncertainty - Easily add probability distributions and run simulations, to see the true range of potential outcomes for each decision alternative.

  • Full sensitivity analysis - See how your optimal decisions change as you vary the chances and payoffs across multiple outcomes.

  • Helpful example models - Over a dozen example models show you everything from building a basic tree to adding uncertainty to advanced sensitivity analysis.

 

Designed to Make Optimization and Simulation Easier for You and Your Team

Risk Solver Platform is not just powerful, it's also easy to use, with a host of features to help you get the insight and answers you need with the least amount of effort.

  • Automatic Mode allows Risk Solver Platform to diagnose your model type and attempt to transform it to make it easier to solve. It "makes you smart" by automatically choosing the most appropriate method (such as simulation optimization, stochastic programming or robust optimization) and the best Solver engine for your particular model.

  • Guided Mode is like having an expert at your side to help you understand your model, how to correct any errors found, how to interpret the solution found (for example whether it's locally or globally optimal), and whether you'll be able to scale up the model to larger size.

  • Interactive Mode for Simulation allows you to conduct real time what-if analysis, taking advantage of the speed of our Monte Carlo Simulation engine to do virtually instant simulation runs anytime a cell is changed in the worksheet. All output cells and charts are updated to give you immediate insight.

  • Flexible Charting: Easily understand and share results and get insight into the key drivers of your model results and potential decision trade-offs you can make.


The Best Technology for the Best Solutions

At the heart of Risk Solver Platform is the combination of our advanced Solver Engines and our proprietary PSI Interpreter -- which automatically performs Monte Carlo simulation trials in parallel, algebraically analyzesyour formulas, delivers model structure information crucial for advanced optimization algorithms, computes function gradient and curvature results with maximum speed and accuracy, and fully exploits multiple processor cores. This is advanced technology no one else can offer -- and we make this advanced technologyeasy -- even automatic -- for you to use.


Compare our Solvers for Excel

We have a range of Solver products to meet your needs. Below are several comparison charts to help you choose. We're happy to assist with any questions, to help make sure you find the right product for your unique needs.

Compare Solvers for Excel (Summary)
Compare Solvers for Excel (Detailed)
Compare Built-in Solver Engines
Compare Optional Solver Engines

Risk Solver Pro 2014

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Risk Solver Pro 2014

Understand and manage risk with the easiest, fastest and most powerful Excel tool. Risk Solver Pro offers lightning fast Monte Carlo simulation and powerful Decision Tree capabilities all in one easy to use product.

  • Understand the range of potential outcomes in a given situation

  • Identify drivers of that range of outcomes and your resulting risk

  • Explore options to mitigate your risk

  • Visually share key insights to better manage risk and make decisions

  • Make complex decision choices visually clear using decision trees

  • Do it all right from inside Excel

  • New: Visualization and auto-clustering of Monte Carlo simulation results, ProActive Support, Live Chat in Excel


What's New in Frontline Solvers v2014

We're pleased to introduce Version 2014 of Frontline Solvers for Excel.  The biggest news in  v2014 release is the introduction of Dimensional Modeling, a powerful new facility for building what-if, optimization and simulation models that are better structured, far more compact, and easier to maintain and extend.  But that's not all...


Better Interactive Performance

If you've used the software, you've been accustomed to the fastest Monte Carlo simulation in Excel, and the fastest available Solvers for mathematical optimization.  But in v2014, the focus is on faster interactive performance, when starting up Excel, switching among worksheets and multiple open workbooks, and working with large models with thousands to hundreds of thousands of formulas, constraints and/or probability distributions.  If you've ever found yourself waiting, you'll be pleased when you try v2014!


ProActive Technical Support

Active Support in our v12.5 release, with Live Chat to a support rep embedded in Excel, was a hit with our users.  We've taken this a step further with ProActive Support.  Our goal is to minimize time when you're "stuck", and bypass the initial steps of a tech support call or email, where users often struggle to describe what's wrong.  In v2014, if you encounter a certain number of error messages or unusual conditions, we will automatically create a support ticket in our Help Desk, prompting our support reps to follow up with you by email.


As always, no information about your actual model, such as numbers or formulas in any worksheet cells, is ever reported to Frontline's servers. Only "events" that occur in our software, such as "an optimization was run", "the model was diagnosed as nonlinear", or "error message xyz appeared", are reported. And you can turn this on or off via the Help - Support Mode menu option.  We are watching out for your privacy!


Multi-Dimensional Modeling

Dimensional Modeling in Analytic Solver Platform, Risk Solver Platform and Premium Solver Platform v2014 is a breakthrough capability for spreadsheet users.  You can use it to build what-if models and perform sensitivity analysis in new ways.  But you can also use it to build more structured, easily readable, compact optimization and simulation models, that represent business situations with many ‘dimensions’ such as products, customer types, geographic regions, or time periods.


If you’ve used Pivot Tables or PowerPivot in Excel, or if you’ve used a multidimensional database, data warehouse or business intelligence tool, the concepts behind Dimensional Modeling will probably be familiar.  But these tools primarily deal with multidimensional data, generally reflecting the past.  Dimensional Modeling makes it easy to construct multidimensional models, composed of formulas, that you can use in planning the future.


Use Everything You Know

You can use everything you know about Excel formulas in Dimensional Modeling.  For example, if cell A1 contains a number and cells B2 and C3 contain =PsiCube() functions, a formula like =A1+B2*C3 in a cell will yield a “cube result,” multiplying and adding the appropriate values along several dimensions.  You can also define B2 and C3 based on Pivot Tables containing input data, and easily obtain a Pivot Table that displays the results of =A1+B2*C3. Double-clicking a cube formula displays a built-in multi-dimensional cube result viewer with drag-and-drop pivoting of dimensions.  Other Psi functions can write cube results to cell ranges.


Very often, a successful model is expanded to include more products, regions, time periods, etc.  This is much easier to do with a Dimensional Model than with a traditional spreadsheet model.  Formulas like =A1+B2*C3 need not change at all when you add elements (more cell or database values) to the existing dimensions.  You can even add new dimensions to B2 and C3, or turn A1 from a single cell to a cube, and =A1+B2*C3 will automatically calculate results across the additional dimensions.


Better Optimization and Simulation Models

You can use Dimensional Modeling to create far more compact optimization and simulation models.  For example, blocks of constraints that once required large ranges of repetitive formulas can now be entered in one or a few cells, drastically reducing the number of formulas.  Similarly, in a simulation model, blocks ofuncertain functions that once required large numbers of repetitive formula cells can be reduced to one or a few cells.  You can define as many “structural dimensions” as you like, and use up to 8 of them at one time, in any calculated “cube intermediate result” in a formula.


Multi-Dimensional Parametric Analysis

With Dimensional Modeling, you can define as many parametric dimensions as you like, and create cubes of parameter values that are defined over one or more dimensions.  You can then perform sensitivity analysis or run multiple optimizations or simulations, where any subset of your parametric dimensions are “active” (the others are “locked”), and get results for all combinations of the parameter values you’ve defined.


Just as you can expand a model by adding a structural dimension, automatically generalizing one or more cubes over the new dimension without changing your formulas, you can add a parametric dimension, use it in one or more cubes, and expand your sensitivity analysis, optimization or simulation runs to include more scenarios, without changing any formulas.


Some Assembly Required

If you’re used to conventional "columns and rows" spreadsheet modeling, Dimensional Modeling will require some learning and practice.  But when you want to construct larger models for common business situations, the payoff from Dimensional Modeling can be huge.  In our user survey one year ago, of all the possible enhancements we could offer, Dimensional Modeling was the idea that elicited the strongest positive response from our users. We look forward to seeing what you do with this powerful new facility!


Industry Leading Monte Carlo Simulation and Risk Analysis

Over 20+ years of our own R&D and working directly with Microsoft, most recently implementing the new, more-accurate probability distribution functions built-in to Excel 2010 and Excel 2011, has enabled us to bring you a proven accurate Monte Carlo simulation tool which is much faster than competing alternatives.

And our expertise in predictive analytics brings you multi-chart data visualization and even data mining of your simulation results -- not available in any competitive product.

  • The fastest simulations - At up to 100x faster than competing alternatives, you'll spend less time watching your simulation run, and more time analyzing results.

  • Seamless integration - All functions work as native Excel functions, so if you know even a little about Excel you'll be up and running in no time.

  • Complete set of features - Over 50 distributions and over 30 statistics are included, as well as the ability to fit distributions and automatically update them.

  • Insightful charts - From instant preview charts of distributions and fully customizable charts of inputs and outputs, to customizable multi-chart windows with full data visualization features, to charts that automatically cover multiple parameterizedsimulations, Risk Solver Pro gives you greater insights.

  • Helpful example models - Over 30 example models show you step by step how to create a basic model through using advanced features and sensitivity analysis.

  • Easy to use - An intuitive Ribbon and Task Pane, a unique step by step Distribution Wizard, and in-product Help set you up for success.

  • Easy upgrades - Easily upgrade to our Platform products for stochastic and robust optimization in Excel, all the way to full-power predictive and prescriptive analytics.


Powerful Decision Tree capabilities

Decision Trees help you visually lay out complex decisions to not only make choices clear, but also help you understand which choices you should make and the risk associated with each.

  • Easily build trees - Build single and multi-stage decision trees simply by filling in fields, and modify them right in Excel.

  • Add uncertainty - Easily add probability distributions and run simulations, to see the true range of potential outcomes for each decision alternative.

  • Full sensitivity analysis - See how your optimal decisions change as you vary the chances and payoffs across multiple outcomes.

  • Insightful charts & reports - See and share insights quickly with instant preview charts, sensitivity tables, and a full range of customizable charts.

  • Helpful example models - Over a dozen example models show you everything from building a basic tree to adding uncertainty to advanced sensitivity analysis.

  • Easy to use - An intuitive Ribbon and Task Pane, automatic best path highlighting, and in-product Help set you up for success.


Easily Move from Analyzing Risk to Managing Risk

Move from analyzing risk to making the best decisions in light of that risk, by seamlessly combining Risk Solver Pro with Premium Solver Pro. Together, they'll search through thousands of possible decisions and, for each one, through thousands of possible outcomes to identify the best decision.  And this combo can be upgraded further, whenever you want, to Risk Solver Platform.
 

Risk Solver Pro Plus Premium Solver Pro
 

  • Easily add optimization - Adding optimization to a simulation model is easy and you'll be amazed by the additional insights you get.

  • Better answers - Our Evolutionary Solver for simulation optimization models gets you the best answers by intelligently analyzing your model, and automatically choosing from a range of built-in, advanced solving methods -- more than any other product.

  • The speed you need - Risk Solver Pro's speed advantage is even greater when solving inherently more complex simulation optimization models.

  • Single interface - Both products share a single integrated interface so you can easily and quickly build simulation optimization models, with variables and constraints just like the Excel Solver.

  • More for less - For less than competitors charge just for simulation optimization, you'll also get all the advanced conventional optimization features in Premium Solver Pro.

  • Whether you need simulation, decision analysis or simulation optimization, Risk Solver Pro delivers the insight and answers you need with the ease and speed you want.


Compare our Solvers for Excel

We have a range of Solver products to meet your needs. Below are several comparison charts to help you choose. We're happy to assist with any questions, to help make sure you find the right product for your unique needs.

Compare Solvers for Excel (Summary)
Compare Solvers for Excel (Detailed)

Addons

Click on the Addon to see more information and pricing

Gurobi Solver Engine

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Gurobi Solver Engine

The Gurobi Solver is a new, ultra high performance LP/MIP Solver, with the latest algorithms, designed from the ground up for multi-core processors. 

KNITRO Solver Engine Version

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KNITRO Solver Engine Version

The KNITRO Solver Engine extends the power of the Premium Solver Platform to handle smooth nonlinear optimisation problems with no fixed limits on the number of variables and constraints. This is a field-installable solver engine that plugs into the Premium Solver Platform, and takes advantage of its new Polymorphic Spreadsheet Interpreter. The solver engine solves global optimisation problems using the 'multistart' or 'clustering' methods. This provides greatly improved performance, especially on problems with integer variables and 'alldifferent' constraints.

Greater speed and accuracy
With the KNITRO Solver Engine, you will be able to solve smooth nonlinear optimisation problems that are far larger than the standard Excel Solver since there are no fixed limites on the number of variables and constraints. Solution times can be very impressive with some nonlinear problems with many hundreds of variables and constraints solving in just seconds. To handle such large problems, the KNITRO Solver Engine uses sparse matrix storage methods and advanced methods for maintaining numerical stability. The KNITRO Solver takes maximum advantage of the new Polymorphic Spreadsheet Interpreter in the Premium Solver Platform to obtain either first or second partial derivatives of the problem functions (the Jacobian or Hessian matrix) at each major iteration or trial solution.

New options and tolerances
The KNITRO Solver offers several new options and tolerances to improve speed and give you better control of the solution process. The Treat Constraints as Linear and Treat Objective as Linear options allow you to speed up evaluation of the Jacobian or Hessian matrix at each major iteration on smooth nonlinear programming problems with all-linear constraints. If you have encountered problems with trial solutions that included small violations of bounds on variables, you will appreciate the ability to control this behavior with the Relax Bounds on Variables option in the Large-Scale GRG Solver. The Bypass Solver Reports option allows you to save time on runs when you don't need to produce report information. Other new options and tolerances control the multistart methods for global optimisation.

Comprehensive user guide
In addition to the user guide that comes with the Premium Solver Platform, you'll receive the Solver Engine User Guide that describes several field-installable Solver engines, including the KNITRO Solver. This guide provides complete information on KNITRO Solver options, the various messages which the KNITRO Solver can return, how to diagnose problems and how to control the KNITRO Solver from VBA in Excel.

Large-Scale GRG Solver Engine Version

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Large-Scale GRG Solver Engine Version

The Large-Scale GRG Solver Engine extends the power of the Premium Solver Platform to handle smooth nonlinear optimisation problems. The Standard Large-Scale GRG Solver Engine solves problems of up to 4,000 variables and 4,000 constraints while the Extended Large-Scale GRG Solver Engine solves problems of up to 12,000 variables and 12,000 constraints. This engine solves global optimisation problems using the 'multistart' or 'clustering' methods and supports integer variables as well as 'alldifferent' constraints.

Greater speed and capacity
To handle large problems, the Large-Scale GRG Solver Engine uses sparse matrix storage methods and advanced methods for maintaining numerical stability. The Large-Scale GRG Solver can exploit the new Polymorphic Spreadsheet Interpreter in the Premium Solver Platform to obtain partial derivatives of the problem functions (the Jacobian matrix) at each major iteration or trial solution. This yields significant benefits in speed and accuracy that are up to ten times faster or more than without the Polymorphic Spreadsheet Interpreter.

New options and tolerances
The Large-Scale GRG Solver offers several new options and tolerances to improve speed and give you better control of the solution process. The Recognize Linear Variables option allows the Large-Scale GRG Solver to take advantage of linearly occurring variables (often found in large problems that are nonlinear), and save time in computing the Jacobian matrix. If you have encountered problems with trial solutions that included small violations of bounds on variables, you will appreciate the ability to control this behavior with the Relax Bounds on Variables option in the Large-Scale GRG Solver. The Bypass Solver Reports option allows you to save time on runs when you don't need to produce report information. Other new options and tolerances control the multistart methods for global optimisation.

Comprehensive user guide
In addition to the user guide that comes with the Premium Solver Platform, you will receive the Solver Engine User Guide that describes several field-installable Solver engines, including the Large-Scale GRG Solver. This guide provides complete information on Large-Scale GRG Solver options, the various messages which the Large-Scale GRG Solver can return, how to diagnose problems, and how to control the Large-Scale GRG Solver from VBA in Excel.

Large-Scale LP/QP Solver Engine Version

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Large-Scale LP/QP Solver Engine Version

The Large-Scale LP/QP Solver engine extends the power the Premium Solver Platform to handle much larger linear programming and quadratic programming problems. It is a field-installable solver engine that plugs into the Premium Solver Platform and takes advantage of the new Polymorphic Spreadsheet Interpreter. The Standard Large-Scale LP/QP Solver can handle linear programming (LP) and quadratic programming (QP) problems of up to 32,000 variables and 32,000 constraints, while the Extended Large-Scale LP/QP Solver does not have a fixed limit on variables and constraints.

Greater speed and capacity
Solve linear and quadratic programming problems that are a thousand times larger than the what standard Excel Solver can handle. The Large-Scale LP/QP Solver also supports integer variables and alldifferent constraints. To handle such large problems, this engine uses sparse matrix storage methods and advanced methods for matrix factorisation. Solution times are often hundreds of times faster than the standard Excel Solver, and many times faster than the Premium Solver.

Fast problem setup
Large linear programming models normally require a significant amount of time in problem setup, and then reach a solution quickly. With some work in redesigning the model to use functions such as SUM and SUMPRODUCT, the Large-Scale LP/QP Solver Engine can provide speedups as much as 100 times faster. However, as the Large-Scale LP/QP Solver can now use the new Polymorphic Spreadsheet Interpreter to extract the LP coefficients of the model, you may get most of this speed benefit without redesigning your model at all. Furthermore, the coefficients are up to twice as accurate as they were without the Polymorphic Spreadsheet Interpreter.

New options and tolerances
The Large-Scale LP/QP Solver Engine lets you adjust the most critical tolerances in the Simplex method – the Primal Tolerance and Dual Tolerance, while other tolerances are determined automatically. You can also select a variety of Cut Generation options, set limits on the number of subproblems and feasible solutions in mixed-integer linear programming models.

Comprehensive user guide
In addition to the user guide that comes with the Premium Solver Platform, you will also receive the Solver Engine User Guide that describes several field-installable solver engines. This guide provides complete information on Large-Scale LP/QP Solver options, the various messages that this solver engine can return, diagnosing problems, and controlling the Large-Scale LP/QP Solver from VBA in Excel. You will also obtain access to protected support pages on the developer's website.

Large-Scale SQP Solver Engine Version

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Large-Scale SQP Solver Engine Version

The Large-Scale SQP Solver Engine solves linear, integer, quadratic, conic, smooth nonlinear, and even non-smooth optimisation problems that are far larger than what the Premium Solver Platform can handle as there are no fixed limits on problem size. It plugs into the Premium Solver Platform and takes special advantage of its new Polymorphic Spreadsheet Interpreter. Version 8.0 solves non-smooth problems using an integrated hybrid Evolutionary Solver and solves global optimisation problems using either the Evolutionary Solver or the 'multistart' methods. Furthermore, it supports integer variables and 'alldifferent' constraints.

Huge capacity and outstanding speed
The Large-Scale SQP Solver Engine is the most versatile of all the engines. The solution times obtained can be impressive, whereby some problems with thousands of variables and constraints will solve in just seconds. The Large-Scale SQP Solver can also solve very large smooth nonlinear programming (NLP) problems far faster than the Premium Solver Platform's GRG Solver, or even the Large-Scale GRG Solver Engine. It uses a world-class implementation of the Sequential Quadratic Programming (SQP) method to solve smooth NLP problems.The Large-Scale SQP Solver has no fixed limits on problem size. However, the degrees of freedom (the number of variables minus the number of constraints that are binding at the solution) should not exceed about 20,000 (ten times the capacity of earlier versions). For nonlinear problems, the Large-Scale SQP Solver can exploit the new Polymorphic Spreadsheet Interpreter in the Premium Solver Platform to obtain partial derivatives of the problem functions (the Jacobian matrix) at each major iteration or trial solution. This yields significant benefits in speed and accuracy that are up to ten times faster or more than without the Polymorphic Spreadsheet Interpreter.

Fast problem setup for linear models
Large linear programming models normally require a significant amount of time in problem setup, and then reach a solution quickly. With some work in redesigning the model to use functions such as SUM and SUMPRODUCT, the Large-Scale SQP Solver Engine can provide speedup as much as 100 times faster. However, as the Large-Scale SQP Solver can now use the new Polymorphic Spreadsheet Interpreter to extract the LP coefficients of the model, you may get most of this speed benefit without redesigning your model at all. Furthermore, the coefficients are up to twice as accurate as they were without the Polymorphic Spreadsheet Interpreter.

Mixed linear / nonlinear models: Breakthrough performance
Often, large nonlinear optimisation models include many linear or partially linear constraints, or variables that occur linearly in the objective or in some of the constraints. The Large-Scale SQP Solver is designed for outstanding performance on such models. Using the information on how the objective function and constraints depend on each variable, the engine can automatically break down the model into linear and nonlinear parts. It will then solve each part using the best algorithms from both linear programming and nonlinear optimisation. The result is breakthrough performance, far beyond the level of earlier spreadsheet solvers.

Handling of mixed linear / nonlinear / nonsmooth models
Users often build large Excel models that have some non-smooth functions such as IF, CHOOSE, LOOKUP, or database functions that depend on the decision variables. Only some non-smooth functions such as IF, MIN and MAX can be automatically transformed by the Polymorphic Spreadsheet Interpreter in the Premium Solver Platform. The Large-Scale SQP Solver includes an integrated hybrid Evolutionary Solver that uses genetic algorithms to optimise non-smooth problems. Using information from the Interpreter, the Large-Scale SQP Solver uses genetic algorithm methods to deal with non-smooth or discontinuous variable occurrences and the SQP method for smooth nonlinear, quadratic and linear variable occurrences. This potent combination allows you to get results for large, complex models that might seem impossible before.

New options and tolerances
The Large-Scale SQP Solver offers several new options and tolerances to improve speed and give you better control of the solution process. The Treat Constraints as Linear and Treat Objective as Linear options allow you to bypass evaluation of the Jacobian matrix at each major iteration and achieve speeds typical of linear programming problems. The Large-Scale SQP Solver includes a world-class implementation of sparse matrix active-set methods with modern matrix factorisation that provides extremely fast solutions. The Bypass Solver Reports option allows you to save time on runs when you do not need to produce report information. Other new options and tolerances control the Evolutionary Solver and the multistart methods for global optimisation.

Comprehensive user guide
In addition to the user guide that comes with the Premium Solver Platform, you will receive theSolver Engine User Guide that describes several field-installable Solver engines, including the Large-Scale SQP Solver. This guide provides complete information on Large-Scale SQP Solver options, the various messages which the Large-Scale SQP Solver can return, how to diagnose problems, and how to control the Large-Scale SQP Solver from VBA in Excel.

MOSEK Solver Engine Version

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MOSEK Solver Engine Version

The MOSEK Solver Engine extends the power of the Premium Solver Platform to solve linear (LP), quadratic (QP), quadratically constrained (QCP) and second order cone programming (SOCP) problems. The Extended MOSEK Solver Engine provides the additional capability to solve smooth convex nonlinear optimisation (NLP) problems. The Standard MOSEK Solver can solve problems of up to 32,000 variables and 32,000 constraints, while the version does not have any fixed limits on variables and constraints. These solver engines also supports integer variables and 'alldifferent' constraints.

Solve Linear, Quadratic and New Conic Optimisation problems with lightning speed
With the Standard MOSEK Solver, you will be able to solve LP, QP, QCP, SOCP and NLP* problems hundreds to thousands of times larger than what the standard Excel Solver can handle. The MOSEK Solver typically matches the Large-Scale LP/QP Solver and other world-class LP Solvers for linear and mixed-integer linear programming problems (LP/MIP), and it is widely regarded as the world's best solver for QCP and SOCP problems. This solver takes maximum advantage of the new Polymorphic Spreadsheet Interpreter in the Premium Solver Platform to obtain second partial derivatives of the problem functions (the Hessian matrix) at each major iteration or trial solution. For QP and SOCP problems, whereby the Hessian matrices are constant, the MOSEK Solver is as fast as it is on LP problems.

New options and tolerances
The MOSEK Solver offers nearly 40 options and tolerances that you can set to fine-tune the solution for LP, QP, QCP and NLP* problems. These include the primal and dual feasibility tolerance, complementarity gap tolerance, relative step size to the constraint boundary and central path tolerance.

OptQuest Solver Engine Version

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OptQuest Solver Engine Version

The OptQuest Solver Engine employs metaheuristics such as tabu search and scatter search to solve nonsmooth optimisation problems of up to 5,000 variables and 1,000 constraints. It is a new field-installable engine that plugs into the Premium Solver Platform and takes advantage of its Polymorphic Spreadsheet Interpreter. The engine handles models with any Excel formulas and functions, yet finds remarkably good solutions with unprecedented speed. Furthermore, it supports integer variables and 'alldifferent' constraints. 

XPRESS Solver Engine Version

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XPRESS Solver Engine Version

The XPRESS Solver Engine extends the power of the Premium Solver Platform to handle linear programming problems with up to millions of variables and constraints, with no fixed limits on problem size. It solves mixed-integer linear (LP/MIP) problems with great speed and supports the 'alldifferent' constraint in the Premium Solver Platform.