OR/MS Today, August 2002

Spreadsheet Add-Ins for OR/MS
Software Survey


Optimization — Table 2

Product Commercial Limitations Educational Limitations Comments
LGO Global Solver Engine V5.0 NLP/Global-1,000 variables NLP/Global-1,000 variables ` Handles challenging global optimization problems with general convex and non-convex functions. Uses continuous branch and bound, adaptive random search, gradient-based local search.
OptQuest Solver Engine V5.0 LP/QP/NLP/NSP-5,000 variables NSP-Non Smooth Problem=Meta-Heuristic Methods Meta-heuristics based Solver Engine for Premium Solver Platform uses tabu search, scatter search to solve nonsmooth global optimization problems with mixed-integer and constraint programming features. Handles virtually any Excel model.
XPRESS SOlver Engine V5.0 LP-200,000 variables, QP-limited by spreadsheet LP-200,000 variables, QP-limited by spreadsheet Fast linear, quadratic, mixed integer Solver Engine for Premium SOlver Platform handles the largest MIP problems in record time. Industry-leading primal and dual Simplex, Newton Barrier, Branch and Cut algorithms.
Large-Scale SQP Solver Engine V5.0 LP/QP/NLP-100,000 variables LP/QP/NLP-100,000 variables Flexible, powerful Solver Engine for Premium Solver Platform uses SQP method for remarkable speed on LP, QP, NLP problems. Multistart feature for global optimization; handles mixed-integer, constraint programming problems.
Large-Scale GRG Solver Engine V5.0 NLP-4,000 variables Standard, 12,000 variables Extended NLP-4,000 variables Standard, 12,000 variables Extended Handles nonlinear optimization, mixed-integer, constraint programming problems, with multistart feature for global optimization. Generalized Reduced Gradient method, advanced basis selection, degeneracy handling.
Large-Scale LP Solver Engine V5.0 LP-16,000 variables Standard, 64,000 variables Extended LP-16,000 variables Standard, 64,000 variables Extended Handles linear, mixed integer, constraint programming problems. Uses dynamic matrix factorization and updating, multiple and partial pricing, preprocessing and probing for integer problems.
Premium Solver Platform V5.0 LP/QP-2,000 variables, NLP-500 variables, NSP-500 variables NSP-Non Smooth Problem=Genetic/Evolutionary Upgrade features new Interval Global Solver, hybrid Evolutionary Solver, faster GRG Nonlinear and LP/Quadratic Solvers, mixed-integer and constraint programming capability, model diagnosis, automatic differentation, field-installable Solver Engines.
Premium Solver V5.0 LP-1,000 variables, NLP-400 variables, NSP-400 variables NSP-Non Smooth Problem=Genetic/Evolutionary Compatible upgrade for Microsoft Excel Solver, with greater speed, capacity, ease of use. Includes Evolutionary, GRG Nonlinear, Simplex Solvers, mixed-integer Branch and Bound, linearity and infeasibility.
What'Best! Versions available that are limited only by memory Versions available that are limited only by memory A large scale linear, nonlinear and integer add-in to Excel. Its powerful enough to handle teh toughest models and ideal for providing models to managers or clients.
Evolver - Depends on educational option Solves optimization problems other programs can't. Its engine has been streamlined to be faster than other GA solvers, and there is no limit on the problems it can handle. The industrial edition includes a Developer's Kit for applications.
Solvertable     Parametric optimization tool that repeatedly calls Solver and creates table of desired cells for each optimization run. Comes bundled with Albright's textbooks, see website. Download from website, www.indiana.edu/~mgtsci

Spreadsheet Add-Ins for OR/MS Software Survey Pages:
Introduction | Optimization: Table 1, Table 2 | Simulation: Table 1, Table 2 | Decision Analysis: Table 1, Table 2 | Forecasting: Table 1, Table 2 | Queueing Analysis: Table 1, Table 2 | Suites: Table 1, Table 2 | Vendors | Freeware | Application Summaries | Accompanying Article



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