Large-Scale GRG Solver Engine Version 9.0

Introduction

The Large-Scale GRG Solver Engine extends the power of the Premium Solver Platform to handle smooth nonlinear optimisation problems. The Standard Large-Scale GRG Solver Engine solves problems of up to 4,000 variables and 4,000 constraints while the Extended Large-Scale GRG Solver Engine solves problems of up to 12,000 variables and 12,000 constraints. This engine solves global optimisation problems using the 'multistart' or 'clustering' methods and supports integer variables as well as 'alldifferent' constraints.

Greater speed and capacity

To handle large problems, the Large-Scale GRG Solver Engine uses sparse matrix storage methods and advanced methods for maintaining numerical stability. The Large-Scale GRG Solver can exploit the new Polymorphic Spreadsheet Interpreter in the Premium Solver Platform to obtain partial derivatives of the problem functions (the Jacobian matrix) at each major iteration or trial solution. This yields significant benefits in speed and accuracy that are up to ten times faster or more than without the Polymorphic Spreadsheet Interpreter.


New options and tolerances

The Large-Scale GRG Solver offers several new options and tolerances to improve speed and give you better control of the solution process. The Recognize Linear Variables option allows the Large-Scale GRG Solver to take advantage of linearly occurring variables (often found in large problems that are nonlinear), and save time in computing the Jacobian matrix. If you have encountered problems with trial solutions that included small violations of bounds on variables, you will appreciate the ability to control this behavior with the Relax Bounds on Variables option in the Large-Scale GRG Solver. The Bypass Solver Reports option allows you to save time on runs when you don't need to produce report information. Other new options and tolerances control the multistart methods for global optimisation.


Comprehensive user guide

In addition to the user guide that comes with the Premium Solver Platform, you will receive the Solver Engine User Guide that describes several field-installable Solver engines, including the Large-Scale GRG Solver. This guide provides complete information on Large-Scale GRG Solver options, the various messages which the Large-Scale GRG Solver can return, how to diagnose problems, and how to control the Large-Scale GRG Solver from VBA in Excel.


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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