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Are you…
  • A mathematical programmer who needs to minimize or maximize functions?
  • A quantitative analyst who works on mission-critical financial systems?
  • An operations researcher who needs to minimize the cost of global supply chains?
  • A conference planner who needs to schedule multiple tracks?
  • An armchair quarterback who wants to calculate the likelihood of converting a fourth down?
  • Someone who wants to use a numerical library in managed code or Excel?

If you are, then Microsoft Solver Foundation is for you. Solver Foundation is an extensible framework that helps you model and solve complex problems by:
  • Modeling and solving scenarios by using constraints, goals, and data.
  • Programming in the Optimization Modeling Language (OML), in C# imperatively, in F# functionally, or in any .NET Framework language.
  • Integrating third-party solvers, such as Gurobi, Mosek™, FICO™ Xpress, LINDO, CPLEX®, and lp_solve.
  • Using familiar interfaces in Microsoft Office Excel and SharePoint to create and solve models.

Gurobi Optimization provides Solver Foundation's default mixed integer programming solver and is a Solver Foundation reseller. Click here for more information about licensing.

Gurobi Optimization

About Solver Foundation

Modeling and solving capabilities
Solver Foundation Services (SFS) can automatically analyze models and determine which solver is most appropriate. If you are an advanced modeler, you can choose specific solvers and solver attributes. While solving the models, SFS manages all threading, many-core, synchronization, scheduling, and model execution issues. When finished, SFS produces reports about solver behavior and results, and provides additional information about solutions, including sensitivity. Finally, SFS allows LINQ data binding of model parameters and delivery of results in multiple formats.

Program in OML, F#, C#, VB, C++, IronPython, and more
Solver Foundation supports all the .NET Framework languages and provides samples in many of them. In addition, if you prefer a modeling language, you can use Solver Foundation’s type safe optimization modeling language (OML). For a complete list of samples, see the Solver Foundation Overview document included in the release.

Integrated and Third-Party Solvers
Solver Foundation allows new or existing third-party solvers to plug into the SFS directly, avoiding the need to learn a new modeling language or the significant overhead in managing solver specific solutions. These solvers include numerical, symbolic, and search algorithms that you can use in your models. There is a collection of certified partner wrappers for Gurobi, Mosek ™, FICO™ Xpress, and LINDO, as well as reference wrapper source code for CPLEX ® and lp_solve.
The Solver Foundation’s intrinsic solvers are written in managed code covering several families of numerical and symbolic programming:
  • Revised Simplex Linear Programming (Primal and Dual Simplex)
  • Interior Point Method Linear, Quadratic, and Second Ordered Conic Programming
  • Constraint Programming with Exhaustive Tree Search, Local Search, and Metaheuristic Techniques
  • Stochastic Programming
  • Compact, Quasi-Newton (L-BFGS), Unconstrained Nonlinear Programming
  • Mixed Integer Programming
  • In Solver Foundation version 2.1, we include the Gurobi Optimization MIP solver as our default MIP solver.

Excel add-in for Microsoft Solver Foundation
Solver Foundation also comes with a Microsoft Office Excel add-in to provide a complete modeling environment in a familiar interface. Key features in the Excel add-in include the following:
  • Modeling Editor. Simplifies the modeling experience by using a collection of modeling panes and includes a modeling syntax checker and other features exposed through the Solver Foundation ribbon bar for Excel.
  • Excel Cell binding. Binds static or dynamic data in a range to and from the model.
  • Automatic Results and Report generation. Displays all results and reports on separate Excel sheets for easy viewing, saving, or integration into other workflow systems.
  • Import/Export capabilities. Supports MPS, QPS, SMPS, and OML formats. In version 2.1, you can deploy a model from Excel directly to C#, avoiding the need for the application developer to rewrite any model code.
  • Improved Microsoft Office Integration. In version 2.1, deploy models from Excel to SharePoint using our OMLX file to store the model and metadata. This provides a script-safe and secure method to transfer models between client and a server.

An extensive set of documentation and samples are included in each edition of Solver Foundation. For more information, see the Documents\Microsoft Solver Foundation folder for the samples and the %ProgramFiles%\Microsoft Solver Foundation\version\Documents folder for the documentation.

The following system diagram describes the extensible architecture of Microsoft Solver Foundation.

sf-arch.jpg

Please feel free to download our free Express edition and try it for yourself. If you have any questions, comments, or feature requests, please let us know via the discussion tab.

- Solver Foundation Team
Last edited Jun 18 2010 at 4:56 PM  by natbr, version 50
Comments
Kirby wrote  Nov 7 2010 at 3:30 AM  
WOW!

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