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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
Solver Foundation is a framework of solvers and services enabling business planning, risk modeling, and scheduling. It is integrated with the full power of the NETfx platform including LINQ for declarative parameter binding from databases and other information sources. Solver Foundation is delivered in a single, compact, CLS-compliant assembly. This managed code library is a declarative-, constraint- and mathematical programming system that 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. It also allows what-if? modeling to assess hypothetical impacts to the bottom line. It is a framework which ships with several production grade solvers while allowing for easy third party solver extensiblity.
A Solver Foundation program is a declarative modeling paradigm embedded in familiar, programming languages. These are solved by application of numerical solvers, metaheuristics, constraint processing algorithms, and advanced local search techniques. Included in this release are sophisticated pre-solve, checking, and analysis of models. These
Solver Foundation Services
may be leveraged by any of the solvers and provide a rich set of services to aide to modeling, solving, and post-optimality analysis. Solver Foundation provides a set of scalable and performance-driven solvers and services while supporting integration with industry standard modeling and serialization formats to ensure decision-making workflow integration. This permits users to leverage their existing modeling investments directly and at zero cost within Solver Foundation-based solutions.
From Office Excel2007 workbooks to NetFX 3.5+ enabled applications, Solver Foundation provides a new class of services to users developing complex planning, risk, and optimization models.
Aug 29 2008 at 7:32 PM
, version 7
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