Microsoft Solver Foundation

4×4 diet

Microsoft Solver Foundation is an exciting new .NET based optimization platform that includes solvers for Linear Programming (LP), Mixed Integer Programming (MIP), Quadratic Programming (QP) and CSP (Constraint Programming) problems. Included in version 1.1 is the high-performance state-of-the-art multi-threaded Gurobi MIP solver and plugin capabilities for third party solvers such as Cplex and Mosek. We can provide services to help you design, prototype, develop and implement high-performance, scalable and reliable optimization models on this framework. Models developed in Microsoft Solver Foundation can be integrated seamlessly in your .NET applications and services.

Excel plug-in

Below is a list of toy models that are discussed in the above document. The size of the models is kept small so they can be solved with the Standard Edition of Microsoft Solver Foundation. These small toy examples are used to demonstrate certain features of OML. Real world applications are often too large, too specific and too messy to be very useful for demonstrations, while these smaller examples show features that can be used directly in larger contexts.

Simple transportation model

Sparse data models

CSP Model: Magic Squares

CSP Model: The Social Golfer Problem

The models are implemented as CSP models: they are more compact than the corresponding MIP models. Scheduling models are a well-know application area for CSP algorithms.

  • Social Golfer formulation 1
  • Social Golfer formulation 2

Traveling Salesman Problem

The current state-of-the-art MIP solvers can solve TSPs up to about 50 cities, and find good solutions for even larger problems. Of course specialized algorithms and solvers are capable of handling larger instances.

  • 14 city TSP problem from TSPLIB

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