Dr. S. Somasegar, Senior VP of Developer Division at Microsoft, recently announced that DevLabs is getting Solver Foundation, a .NET library for mathematical programming, modeling, and optimization.
Solver Foundation uses a declarative programming model consisting of simple building blocks, applying solvers that employ operations research, metaheuristic, and combinatorial optimization techniques. Building a model in Solver Foundation is as easy as specifying the decisions to be made, constraints to be respected, the goals to be used to evaluate candidate solutions, and the historical or projected parameter data to be processed by the model. This can be done from any .NET language without having to worry about the details of solver technologies or search strategies.
Key features of Solver Foundation include:
- 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 language.
- Built-in solvers for commonly encountered model types.
- Integration with popular solvers such as Gurobi, Ziena Knitro, Frontline Solver Platform SDK™,Mosek™, FICO™ Xpress, LINDO, and lp_solve.
- Interfaces to familiar tools such as Microsoft Office Excel and SharePoint to create and solve models.
The library features extensibility APIs that can allow various third-party solvers to be plugged-in and used. There is also an Excel add-in that allows for data in spreadsheet to be exported to C#.
Some sample applications for the Solver Foundation, according to MSDN, are
- Real-time supply-chain optimization.
- Data center energy profile management.
- Online advertising profit maximization.
- Logistics of large conference scheduling.
- Risk analysis of investment portfolios.
- Graphics and machine learning.
- Operations research.
- Business planning.
- Risk modeling.
- Decision optimization.
The Solver Foundation comes in various editions, with the Express and Standard editions having limitations on the model sizes. The Express edition is available free of cost, whereas the Standard and the Enterprise editions are not.