hybrid Evolutionary/Classical Solver

Category Intelligent Software>Genetic Algorithm Systems/Tools

Abstract The hybrid Evolutionary/Classical Solver (Part of the Premium Solver Platform see below...) -- a unique combination of genetic algorithms and classical nonlinear optimization methods -- enables you to optimize models with any Excel functions -- even user-written functions.

The Solver outperforms other spreadsheet optimizers based on genetic algorithms, yet it is easier to use and fully compatible with existing models created with the standard Excel Solver.

The hybrid Evolutionary/Classical Solver included free with the Premium Solver Platform allows you to solve non-smooth optimization problems -- for example using IF, CHOOSE or LOOKUP functions -- that can Not be handled effectively by the standard Excel Solver.

It also handles integer variables and the “alldifferent” constraint. But this Solver is much more than a genetic or evolutionary algorithm -- it also uses “classical” optimization methods to solve for constraints and to conduct local searches for improved solutions.

Product features/capabilities include:

The Premium Solver Platform's hybrid Evolutionary/Classical Solver finds good solutions to problems involving arbitrary Excel functions. And where a “classical” nonlinear Solver would find only a locally optimal solution, this hybrid Solver will often find globally optimal -- or near-optimal solution.

The hybrid Evolutionary/Classical Solver uses genetic algorithm methods such as mutation, crossover, selection and constraint repair, but it also uses deterministic, gradient-free direct search methods, classical gradient-based quasi-Newton methods, and even the Simplex method for linear subsets of the constraints.

The classical methods sometimes yield rapid local improvement of a trial solution, and they also help to solve for sets of constraints. This enables the hybrid Evolutionary / Classical Solver to handle problems with many constraints, which are typically beyond the capabilities of genetic and evolutionary algorithms alone.

New Filtered Multistart Methods --

The Premium Solver Platform includes four (4) different local search methods, ranging from Randomized Local Search and Deterministic Pattern Search to Nonlinear Gradient and Linear Local Gradient Search methods. Version 6.0 and above, can choose the best local search method automatically.

What's more, in Version 6.0 and above, the Evolutionary Solver applies a “distance filter” and a “merit filter” to determine whether to spend time conducting a local search when a promising new point is found by the genetic algorithm methods. These filters can greatly improve the Evolutionary Solver's speed on global optimization problems, and the quality of the solutions it obtains.

New Population Report --

The Premium Solver Platform also includes a new Population Report for problems solved with the Evolutionary Solver. Where the ‘Answer Report’ gives you detailed information about the single “best solution” returned by the Solver, the Population Report gives you summary information about the entire population of candidate solutions maintained by the Evolutionary Solver at the end of the solution process.

The Population Report can give you insight into the performance of the Evolutionary Solver as well as the characteristics of your model, and help you decide whether additional runs of the Evolutionary Solver are likely to yield even better solutions.

Premium Solver - What's New in Version 10.x --

NEW! Premium Solver has full support for 32-bit and 64-bit Excel 2010, as well as Excel 2007.

These are the biggest Excel upgrades in at least 10 years, with everything from a new “ribbon” based user interface to huge worksheets with 16,384 columns and 1,048,576 rows - far beyond the 256 column and 65,536 row limits in previous Excel releases.

This makes it much easier to lay out your models on a worksheet, without having to split up large tables of information.

NEW! Premium Solver V10.x includes Guided Mode, a new facility to help you understand and use the software's advanced capabilities.

You can also get online Help for every Solver Result message and error message in the Output pane, every Platform option and Solver Engine option, and every element of your optimization model in the Task Pane Model tab.

The V10.x startup screen, which appears during your initial trial, includes links to open Help or the User Guide, open a wide range of example worksheet models, or watch our video tutorials.

Recent! Premium Solver V10.x includes new facilities for sensitivity analysis of your Excel model, that can be used before even starting an optimization or simulation model.

It is especially easy to identify the model parameters with the most impact on your computed results - you can simply select any formula cell, and choose Parameters - Identify from the Ribbon to quickly find the input cells with the greatest impact on this formula, ranked and shown in a Tornado chart.

You can choose some of these input cells to serve as Sensitivity Parameters, and then produce reports and charts that show the impact on computed results of varying these parameters over a range you specify.

Improved! The V10.x Evolutionary Solver has many improvements in its algorithms, ‘balance of effort’ heuristics, and stopping rules. As usual with NSP problems, performance is very model-dependent - but solutions can be several times faster on certain models.

Improved! Premium Solver V10.x uses InstallShield 2010 technology and code-signing to simplify installation in many corporate environments. It uses a new license manager, from Reprise Software, that offers simpler and more reliable trial licenses, plus the convenience of Internet-based license activation.

For customers with Flexible Use (“concurrent user”) licenses, the manufacturers have a new License Server to work with this license manager.

New and Unique with V10.5! Managing Solutions for Multiple Optimization and Simulation Problems --

Users who build optimization or simulation models frequently want to solve many instances of these models with different data or parameters.

For some time, Frontline’s Solvers have made it easy to solve multiple problem instances, but as with other software, the final solutions were obtained in memory and had to be used immediately for analysis or creating reports.

V10.5 introduces an XML-based solution file that makes it easy to solve multiple problem instances on any machine, save, transfer and load solutions, and use solutions for analysis and reporting on any machine where Frontline’s software is running.

Enhanced in V10.5! Improved Support for Shared Probability Distributions --

In V10.5, Frontline continues its leading-edge support for shared probability distributions, used in simulation and stochastic optimization applications, stored in the DIST 1.1 format described at (www.probabilitymanagement.org) - an emerging standard now supported by other software vendors such as Oracle and SAS.

In Risk Solver Platform V10.5, it is easier than ever to produce and consume arrays of DIST-based probability distributions in a model, and use them in ultra-fast Monte Carlo simulations in Excel - 10 to 100 times faster than most other software.

System Requirements

Contact manufacturer.


Manufacturer Web Site hybrid Evolutionary/Classical Solver

Price Full pricing information.

G6G Abstract Number 20144R

G6G Manufacturer Number 101052