Solver SDK® Platform

Capabilities

• Solve large-scale optimization problems
• Reduce costs by better allocating resources
• Solver Engines for every type and size of model
• Solve Monte Carlo simulation models
• Quantify, control and mitigate costly risks
• Use with C++, C#, Java, Python or R

Use optimization and simulation models in your desktop, Web or mobile application

Solver SDK offers developers working in C++, C#, Java, Python or R a powerful, high-level API for prescriptive analytics. Define models entirely in code • Upload Excel workbook models • Define and solve high-level RASON models

• Solve the full range of optimization problems
• Solve huge models with best-of-breed Solvers
• Run high-speed Monte Carlo simulations
• Solve stochastic optimization problems
• Run on 32-bit or 64-bit Windows
• Exploit multiple cores without extra programming
• Run on Amazon Web Services or Microsoft Azure
• Use as a Web Service via a SOAP or REST API

Features

Common, Easy-to-Use Object-Oriented API

Use the same high-level objects (like Problem, Solver, Variable and Function), collections, properties and methods across different programming languages.

Web Service API for PHP and JavaScript

The same object-oriented API is exposed "over the wire" through Web Services WS-* standards to remote clients in PHP, JavaScript, C# and other languages.

Procedural API for C and FORTRAN

Procedural languages can use conventional calls that correspond naturally to the properties and methods of the Object-Oriented API.

Solve linear, nonlinear, non-smooth problems

Linear and quadratic programming, mixed-integer programming, smooth nonlinear optimization, global optimization, and non-smooth evolutionary and tabu search are all included.

8 Plug-in Large-Scale Solver Engines

The world's best optimizers, from Gurobi™, XPRESS™ and MOSEK™ for linear, quadratic and conic models to KNITRO™, SQP and GRG methods for nonlinear models "plug into" Solver SDK.

Fast Monte Carlo Simulation Engine

Easily define uncertain variables with sampling from 50 continuous, discrete and custom distributions, rank-order correlation of dissimilar distributions, and distribution fitting.

Large-Scale Sparse Matrix Objects

Easily create a sparse DoubleMatrix object with 1 million rows and columns, and use it in your code with high performance and minimal memory use.

Parallelized Solver Algorithms

Exploit multiple processor cores for optimization and Monte Carlo simulation using Solver SDK's built-in parallelized algorithms, without having to write parallel code yourself.

Thread-safe for Multi-user Applications

Call Solver SDK on multiple concurrent threads -- making it easy to build Web server and other applications that handle multiple clients concurrently.

Solver Server Handles Multiple Client Apps

Our Solver Server that supports a WS-* standard Web Services API is included with Solver SDK -- use it support to multiple remote clients concurrently.

Load, Update, Solve Excel Workbook Models

Solver SDK can read Excel workbooks, interpret Excel formulas, and run Excel-based optimization and simulation model -- while running on a server without Excel itself.

Load, Update, Solve RASON Models

Solver SDK can interpret models in our high-level RASON modeling language, bind to external data sources, and run RASON optimization and simulation models.

Load & Solve LP, MPS Files

Solver SDK can load and solve linear and mixed-integer programming models defined in these traditional file formats.

Example Applications in Multiple Languages

Source code is included in each supported programming language for over 35 example applications, illustrating how to set up and solve every type of problem.

Help and Support

Our 344-page SDK User Guide, 723-page SDK Reference Guide, 183-page Solver Engines User Guide, and our highly-regarded technical support supports your efforts.

Straightforward Runtime Licensing

Obtain licenses to distribute Solver SDK with your application, or use it on your on-premise or cloud-based server(s), with simple terms that work for your application.