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F# Optimization Modeling Language Utilizing Microsoft Solver Foundation
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The Optimization Domain Specific Language (ODSL) shipping in the current CTP of F# is built with the new Microsoft
Solver Foundation is a framework of solvers and modeling services enabling planning, risk modeling, and scheduling for .NET developers. It is integrated with the full power of the NETfx 3.5+ platform including LINQ for declarative binding to enterprise databases. Solver Foundation is delivered in a single, compact, CLS-compliant library. This managed code library may be used from any modern CLS-compatible language (F#, C#, C++, IronPython, etc.). It aides quantitative analysts, modelers, and programmers in making feasible, near-optimal, and optimal decisions in business critical settings via applications or Office-based solutions. Solver Foundation ships with several production grade solvers and provides easy third party solver integration.
A Solver Foundation program is a declarative model embedded in familiar NETfx design patterns and development environments (Visual Studio 2008). The model is solved by application of numerical and symbolic solvers, meta-heuristics, constraint processing algorithms, and advanced local search techniques. Included in this release are model pre-solve and validity checking. These Solver Foundation services may be leveraged by any of the solvers and provide a rich set of tools to aide to modeling, solving, and post-optimality analysis. Solver Foundation provides these scalable and performance-driven solvers and services while supporting integration with industry standard modeling and serialization formats. This permits users to leverage existing modeling investments directly within Solver Foundation-based solutions.
From Office Excel2007 workbooks to NETfx 3.5+ enabled applications,
provides a new class of services to users developing complex planning, risk, and optimization models.
Aug 29 2008 at 7:55 PM
, version 11
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