Faster Solver Engines
Several of the built-in solvers and plug-in solver engines in version 9.5 feature algorithmic improvements that speed up solutions. Risk Solver Platform v9.5 also removes or reduces bottlenecks that existed in v9.0 due to progress reporting in the Task Pane. Many models will solve faster in v9.5.
The LP/Quadratic Solver in Risk Solver Platform and Premium Solver Platform includes a wide range of improvements in presolving, preprocessing, cut generation and heuristics for LP/MIP problems. These methods are now automatically selected, making them much easier to use.
Now you set just three LP/Quadratic Solver options (Preprocessing, Cuts, and Heuristics) to gain the benefit of these methods. For each of these options, you can select None, Automatic, or Aggressive. Each choice activates specific combinations of methods that have been found effective on many models.
With LP/MIP problems, performance is model-dependent. However, you can expect significant speed improvements on your LP/MIP problems. It is expected that many models will solve twice as fast as in v9.0.
GRG Nonlinear Solver
The GRG algorithms have not been changed, but solution times with the GRG Solver in Risk Solver Platform and Premium Solver Platform are significantly improved thanks to the following developments: parallelised automatic differentiation, parallelised branch and bound for MINLP problems and parallelised multistart start for global optimisation problems. On a quad-core PC, it is expected that many models will solve twice as fast as in v9.0.
The Evolutionary Solver has been redesigned to deeply exploit the search possibilities afforded by multiple processor cores. In addition to improvements in its algorithms, balance of effort heuristics and stopping rules, the Evolutionary Solver in Risk Solver Platform and Premium Solver Platform now uses a parallelised and vectorised global search as well as a parallelised local search to find much better solutions.
As with any NSP problems, performance is model-dependent but solution times are significantly improved. On a quad-core PC, it is expected that solutions are found at least twice as fast on many models. Some models will see better solutions at speeds 10 times faster or more.
New Premium Solver version 9.5 Products for Excel is available from Hearne Scientific Software .