Excel and Quattro Pro
Solvers Excel and Quattro Pro
Solvers Spreadsheet-based linear, integer and nonlinear programming
A general-purpose optimizer for small-scale linear, integer and nonlinear programming problems, developed by Frontline Systems for Microsoft, is included free with every copy of Microsoft Excel and Microsoft Office for Windows and Macintosh. A similar general-purpose optimizer is included with the Quattro Pro spreadsheet in Novell PerfectOffice (next version will be known as Corel WordPerfect Suite). Enhanced versions of the Excel optimizers for larger-scale problems are available directly from Frontline Systems.
Models are created using the spreadsheet formula language and may employ many other spreadsheet features such as graphical formatting, outlining, charts and graphs, access to external databases, and an extensive library of mathematical, statistical, financial and engineering functions. Models are automatically translated, in a manner similar to algebraic modeling languages, and solved by the spreadsheet optimizer software.
Macros and programs in Excel's Visual Basic can control the optimizers, along with other aspects of the spreadsheet's operation, and inquire about the status of an optimization problem through a series of built-in function calls, making it possible to build "turnkey" applications.
Linear programming problems in the Microsoft Excel and Quattro Pro optimizers are solved using a dense Simplex method with bounds on the variables. Nonlinear programming problems are solved with a variant of Lasdon & Waren's GRG2 (Generalized Reduced Gradient) code, described in the references. Integer linear and nonlinear programming problems are solved with a Branch & Bound method which uses the Simplex or GRG2 method for its subproblems.
The Premium Solver for Microsoft Excel, an enhanced solver from Frontline Systems, also includes an extended Simplex-based solver for quadratic programming problems. The Large-Scale LP Solver for Microsoft Excel, another enhanced solver from Frontline, handles much larger LP problems with a sparse Simplex method using the LU decomposition with dynamic Markowitz refactorization, and two-sided bounds on both variables and constraints.
The basic optimizers (limited to 200 decision variables) are included with Microsoft Excel and Quattro Pro. The Premium Solver, Quadratic Solver and Large-Scale LP Solver are presently offered for Microsoft Excel under Windows 3.1, Windows 95 and Windows NT (both 16-bit and 32-bit versions are included). Contact Frontline Systems for availability of the enhanced solvers for Microsoft Excel on the Macintosh and PowerMac.
Also available from Frontline Systems are Windows Dynamic Link Library (DLL) solvers, callable from Visual Basic, C/C++, and most other Windows programming languages and tools, for solving small- and larger-scale linear, quadratic and integer programming problems.
Visit Frontline Systems on the WWW or contact:
Frontline Systems Inc. P.O. Box 4288 Incline Village, NV 89450 Phone: (702) 831-0300 Fax: (702) 831-0314 BBS: (702) 831-0315
L.S. Lasdon, A. Waren, A. Jain and M. Ratner. Design and Testing of a Generalized Reduced Gradient Code for Nonlinear Programming. ACM Transactions on Mathematical Software 4:1 (1978), pp. 34-50.
L.S. Lasdon and S. Smith. Solving Sparse Nonlinear Programs Using GRG. ORSA Journal on Computing 4:1 (1992), pp. 2-15.
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