What's New in Solver Foundation 3.1

Solver Foundation 3.0

This topic describes some of the new features and capabilities in Microsoft Solver Foundation 3.1.

Microsoft Solver Foundation 3.1 provides a new NelderMeadSolver class to support nonlinear programming. NelderMeadSolver is suitable for unconstrained models with optionally bounded variables and is capable of handling nonconvex or nondifferentiable goals. Microsoft Solver Foundation 3.1 also provides improvements to the hybrid local search solver. Using the CreateNaryFunction you can build models using user-defined functions.

Solver Foundation Services (SFS) provide several new methods to make it easier to build large parameterized models. The Set class includes a SetBinding<T> method to make it easier to create sets based on external data. New overloads for SetBinding<T> provide better performance and flexibility. The Optimization Modeling Language (OML) has been extended to support inline Set definition.

The Excel add-in for Microsoft Solver Foundation 3.1 includes several new features. The directives tab now supports third-party solvers. You can configure third-party solvers the same way as Microsoft Solver Foundation’s built-in solvers. You can provide initial values for decisions, improving performance for solvers with warm start capabilities. The Excel add-in now provides sparse parameter support. Previously, values needed to be specified for all possible indexes. This change means that you only need to specify nonzero values. Finally, support for binding to named ranges in Excel has been extended.

Microsoft Solver Foundation 3.1 provides additional samples, including a logistic regression solver based on the CompactQuasiNewtonSolver class and a constrained nonlinear programming example based on the NelderMeadSolver.