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Microsoft Solver Foundation 3.1 Features Preview, Launching In September 2011

Microsoft just announced that the next version 3.1 of the Microsoft Solver Foundation will be launching in September 2011.

For those not familiar with the technology, the company describes Solver Foundation as a “.NET library designed to simplify mathematical programming and optimization.”

According to the Redmondians, version 3.1 provides:

A new NelderMeadSolver class to support nonlinear programming. NelderMeadSolver is suitable for unconstrained or variable-constrained models, and is capable of handling nonconvex or nondifferentiable goals. NelderMeadSolver is the new default nonlinear programming solver for Microsoft Solver Foundation,” Nate Brixius said.

Solver Foundation Services (SFS) provides several new methods to make it easier to build large parameterized models. The Set class includes a SetBinding method to make it easier to create sets based on external data. New overloads for SetBinding provide better performance and flexibility. The OML modeling language has been extended to support inline Set definition.

“Then Excel add-in now provides sparse parameter support. Previously, values needed to be specified for all possible indexes. This change means that you only need to specify nonzero values. Finally, support for binding to named ranges in Excel has been extended. Finally, the Excel add-in provides more control over what is displayed during a solve operation through the new options dialog.”

“The directives tab now supports third-party solvers. You can configure third-party solvers the same way as Solver Foundation’s built-in solvers. You can provide initial values for decisions, improving performance for solvers with warm start capabilities,” Brixius added.

Brixius also said that “Solver Foundation 3.1 includes the Gurobi 4.5 solver. Gurobi 4.5 is the default mixed integer programming (MIP) and mixed integer quadratic programming (MIQP) solver. And, that it provides additional samples, including a logistic regression solver based on the CompactQuasiNewtonSolver class.”

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