Large-Scale LP/QP Solver Engine Version 9.0

Introduction

The Large-Scale LP/QP Solver engine extends the power the Premium Solver Platform to handle much larger linear programming and quadratic programming problems. It is a field-installable solver engine that plugs into the Premium Solver Platform and takes advantage of the new Polymorphic Spreadsheet Interpreter. The Standard Large-Scale LP/QP Solver can handle linear programming (LP) and quadratic programming (QP) problems of up to 32,000 variables and 32,000 constraints, while the Extended Large-Scale LP/QP Solver does not have a fixed limit on variables and constraints.

Greater speed and capacity

Solve linear and quadratic programming problems that are a thousand times larger than the what standard Excel Solver can handle. The Large-Scale LP/QP Solver also supports integer variables and alldifferent constraints. To handle such large problems, this engine uses sparse matrix storage methods and advanced methods for matrix factorisation. Solution times are often hundreds of times faster than the standard Excel Solver, and many times faster than the Premium Solver.


Fast problem setup

Large linear programming models normally require a significant amount of time in problem setup, and then reach a solution quickly. With some work in redesigning the model to use functions such as SUM and SUMPRODUCT, the Large-Scale LP/QP Solver Engine can provide speedups as much as 100 times faster. However, as the Large-Scale LP/QP Solver can now use the new Polymorphic Spreadsheet Interpreter to extract the LP coefficients of the model, you may get most of this speed benefit without redesigning your model at all. Furthermore, the coefficients are up to twice as accurate as they were without the Polymorphic Spreadsheet Interpreter.


New options and tolerances

The Large-Scale LP/QP Solver Engine lets you adjust the most critical tolerances in the Simplex method – the Primal Tolerance and Dual Tolerance, while other tolerances are determined automatically. You can also select a variety of Cut Generation options, set limits on the number of subproblems and feasible solutions in mixed-integer linear programming models.


Comprehensive user guide

In addition to the user guide that comes with the Premium Solver Platform, you will also receive the Solver Engine User Guide that describes several field-installable solver engines. This guide provides complete information on Large-Scale LP/QP Solver options, the various messages that this solver engine can return, diagnosing problems, and controlling the Large-Scale LP/QP Solver from VBA in Excel. You will also obtain access to protected support pages on the developer's website.


Software maintenance

Annual maintenance is required for the first year, and at all times in order to obtain software upgrades and technical support beyond basic installation assistance. The maintenance includes:

  • A limited warranty for the functionality and performance of the software product
  • All software upgrades for the product released during the contract term
  • Ability to trade in this product for an even more powerful Excel Solver product
  • Access to protected support pages of our Website
  • Technical support by phone and email during normal business hours
  • Up to 15 minutes of consulting assistance arising during the contract term
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