Announcing Microsoft Solver Foundation

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I'm pleased to announce the availability of the first version of Microsoft Solver Foundation!  Simply put, Solver Foundation is a set of modeling tools and solvers to help you make smart decisions when confronted with complex requirements and priorities.  A huge range of business and research problems can be modeled using Solver Foundation, including supply chain optimization, job scheduling, transportation network flows, risk analysis of investment portfolios, etc.

Solver Foundation consists of three types of services:

  • Programming and Modeling Services which allow .Net and Excel developers to easily integrate Solver Foundation into their applications.
  • Solver Foundation Services for model interchange, feasibility analysis, and declarative parallel solving.
  • Solver Runtime and Extensibility Services for plugging in third-party solvers.

Solver Foundation is 100% pure managed code and comes with a number of solvers right out of the box:

  • Revised, Simplex Linear and Mixed Integer Programming (Primal and Dual Simplex)
  • Interior Point Method Linear and Quadratic Programming
  • Constraint Programming with Exhaustive Tree Search, Local Search, and Metaheuristic Techniques
  • Compact, Quasi-Newton (L-BFGS), Unconstrained Nonlinear Programming

For more information, check out https://code.msdn.microsoft.com/solverfoundation.  Click on the Downloads tab to get the Express Edition for free.  Solver Foundation includes a bunch of samples for Excel, C#, F# to help you get started.

I'm a new member of the team and I am excited to be a part of the Solver Foundation effort.  Before I started at Microsoft I worked on optimization software (interior point methods and combinatorial optimization in particular), so this is a huge passion of mine.   In the upcoming months, I'll be blogging in detail about many aspects of Solver Foundation.