F# Math: Microsoft Solver Foundation 3.0 Released

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Microsoft Solver Foundation 3.0 is out, and ready for use with F#:

We pleased to announce the release of Microsoft Solver Foundation v3.0. The Express edition is available at code.msdn.microsoft.com/solverfoundation . The Standard and Academic Editions of Solver Foundation v3.0 will soon be available online via MSDN and MSDNAA subscriber downloads.  

Microsoft Solver Foundation provides a complete system for model specification, connection to data sources, and access to best-of-breed solvers for Excel users and .Net programmers. Version 3.0 greatly extends the range of real-world models that can be modeled and solved by Solver Foundation, in particular those involving nonlinear expressions. Here is a partial list of new features:

  • A new hybrid local search solver designed to tackle nonlinear models including nonconvex and/or nondifferentiable functions.
  • Mixed integer quadratic programming (MIQP) plug-in support. The just-released Gurobi 4.0 solver is the default MIP and MIQP solver for Solver Foundation.
  • Full plug-in support for nonlinear and mixed-integer nonlinear solvers, making Solver Foundation the ideal platform for solver experimentation and innovation.
  • Access to many new third-party solvers using the new KNITRO and Frontline Solver Platform SDK plug-ins.
  • The Compact Quasi-Newton solver is fully accessible from OML and SFS - without the need for specifying gradient information.
  • 18 new OML operators: If, Exp, Log, Floor, Ceiling, Sin, Cosh, ArcTan, etc.
  • Automatic differentiation (forward and backward).
  • Solver Foundation Services improvements:
    • Solver selection
    • Sparse parameters
    • Multiple model support
    • Better C# export
    • Extended exception object model

The Solver Foundation Team