A Large-Scale Smooth Nonlinear Solver for Risk Solver Platform and Solver SDK Platform

Frontline Systems is pleased to offer the Large-Scale GRG Solver Engine (Extended), for use inside and outside Microsoft Excel. The Large-Scale GRG Solver is a field-installable Solver Engine that "plugs into" Risk Solver Platform and Premium Solver Platform for Excel, and takes advantage of its new Polymorphic Spreadsheet Interpreter.  You can also use it with our Solver SDK Platform to develop applications in a programming language, for one license price! 

The Large-Scale GRG Solver uses the same methods as the 1000-variable LSGRG Solver included in Risk Solver Platform, Premium Solver Platform and Solver SDK Platform, but it extends the power of these products to handle smooth nonlinear optimization problems of up to 12,000 variables and 12,000 constraints. It solves global optimization problems using the "multistart" or "clustering" methods available in the Solver Platform products.  And it supports integer variables and "alldifferent" constraints in both Platforms.

Fully Compatible

Risk Solver Platform and Premium Solver Platform are 100% upwardly compatible from the standard Excel Solver. Your existing models can be solved with no changes, faster and more easily than before.  And your VBA code designed to control the standard Solver will work as-is with Risk Solver Platform or Premium Solver Platform and the LSGRG Solver Engine -- just select the LSGRG Solver interactively or in your VBA code.

Greater Speed and Capacity

You'll be able to solve smooth nonlinear optimization problems sixty times larger than the standard Excel Solver -- up to 12,000 variables and 12,000 constraints in the Large-Scale GRG Solver Engine (Extended).  To handle such 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 use the new Polymorphic Spreadsheet Interpreter in Risk Solver Platform and Premium Solver Platform to obtain partial derivatives of the problem functions (the Jacobian matrix) at each major iteration or Trial Solution.  This yields huge benefits in speed and accuracy -- 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 Vars option allows the Large-Scale GRG Solver to take advantage of linearly occurring variables (often found in a large problem that is nonlinear overall), to save time in computing the Jacobian matrix.

If you've ever had problems with trial solutions that included small violations of the bounds you place on variables (sometimes generated by the standard GRG Solver), you'll appreciate the ability to control this behavior with the Relax Bounds on Variables option in the Large-Scale GRG Solver.

Comprehensive User Guide

In addition to the User Guide that comes with Risk Solver Platform, you'll receive our 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, or from our Solver SDK Platform.

Order or Upgrade Today!

Prices.  The Large-Scale GRG Solver Engine (Extended) solves smooth nonlinear problems of up to 12,000 variables and 12,000 constraints. For pricing information for all Solver Engines, please see our Product Catalog.  If you are ordering for several users, ask us about quantity discounts and Flexible Use Licenses.

What's Included.  The Large-Scale GRG Solver Engine supports Excel 2013 Preview (32-bit and 64-bit), Excel 2010 (32-bit and 64-bit), Excel 2007, and Excel 2003 on Windows 7, Windows Vista, Windows XP, and Windows Server 2008.  It comes with a comprehensive User Guide and extensive online Help.  And, like all Frontline Systems products, it includes a 30-day money-back guarantee.

Annual Support Contracts.  An Annual Support Contract for the Large-Scale GRG Solver is required for the first year, and at all times in order to obtain software upgrades and technical support beyond basic installation assistance.  An Annual Support Contract 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

Product Upgrades.  If you own an older version of the Risk Solver Platform, Premium Solver Platform or Solver SDK Platform and the Large-Scale GRG Solver Engine , you'll receive an automatic upgrade to our latest version at no extra charge if you have a current Annual Support Contract (if you aren't current, see our instructions for "catching up" on annual support and paying the difference in price).

Evaluation Versions.  If you want to "try before you buy," simply fill out the form below to register, then download and run the EngineSetup program. (If you're already registered, just login; if you're already logged in, just click the Download button.)  If you don't already own Risk Solver Platform or Premium Solver Platform (which is required to use the Large-Scale GRG Solver Engine in Excel), you can also download and run the SolverSetup program.  You'll receive an evaluation license code which will allow you to use a full featured, full capacity, full speed version of Risk Solver Platform and the Large-Scale GRG Solver Engine for 15 days, free of charge.  You can also download and run the SDKSetup program, and use Solver SDK Platform with the Large-Scale GRG Solver Engine for 15 days.