F# Optimization Modeling Language Sample Utilizing Microsoft Solver Foundation

The first version of the F# Optimization Domain Specific Language (ODSL) sample is now available, built with the new Microsoft Solver Foundation.

Solver Foundation is a framework of solvers and modeling services enabling planning, risk modeling, and scheduling for .NET developers. It is integrated with the full power of the NETfx 3.5+ platform including LINQ for declarative binding to enterprise databases. Solver Foundation is delivered in a single, compact, CLS-compliant library. This managed code library may be used from any modern CLS-compatible language (F#, C#, C++, IronPython, etc.). It aides quantitative analysts, modelers, and programmers in making feasible, near-optimal, and optimal decisions in business critical settings via applications or Office-based solutions. Solver Foundation ships with several production grade solvers and provides easy third party solver integration.

In this sample, a Solver Foundation program is a declarative model either built programatically using the Solver API or embedded declaratively in F#. The model is solved by application of numerical and symbolic solvers, meta-heuristics, constraint processing algorithms, and advanced local search techniques. Included in this release are model pre-solve and validity checking. These Solver Foundation services may be leveraged by any of the solvers and provide a rich set of tools to aide to modeling, solving, and post-optimality analysis. Solver Foundation provides these scalable and performance-driven solvers and services while supporting integration with industry standard modeling and serialization formats. This permits users to leverage existing modeling investments directly within Solver Foundation-based solutions.