Solver engines
The standard Optimizer edition includes LP/Quadratic, SOCP Barrier, GRG Nonlinear, and Evolutionary Solver engines that can solve:
- Linear programming and quadratic programming problems with up to 8,000 variables (with up to 2,000 integer variables)
- Quadratically constrained and conic (second order cone) optimization problems with up to 2,000 variables
- Smooth nonlinear optimization, global optimization, and nonsmooth optimization problems with up to 500 variables
For larger problems and greater speed, you can choose among the most powerful solver engines available anywhere: MOSEK, Large-scale SQP, XPRESS, OptQuest, KNITRO, and Gurobi Solver 2.0: the new performance leader in solving linear mixed-integer (LP/MIP) problems.
These engines plug and play directly into the Optimizer edition, with the same interface functions used for the standard solvers. They let you address large-scale linear programs, quadratic programming, mixed integer and constraint programming, conic optimization, and global optimization with smooth and non-smooth nonlinear problems.
For more details about these engines, including the types of problems for which they are best suited and the number of variables and constraints they can handle, see XLS Engines.
If you are already using one of the standard solvers, you can upgrade to a more powerful solver engine with few or no changes to your model.
Server licenses for use with the Analytica Decision Engine are also available. Contact Lumina for more details.
Individual license pricing for add-on solver engines for use with Optimizer
| Solver Engines | Problems Solved | Price |
|---|---|---|
| Ext. Large Scale LP Solver | LP | $5,995 |
| Large Scale SQP Solver | QP, Global | $4,795 |
| Ext. Large Scale GRG Solver | NLP, Global | $3,000 |
| Gurobi Solver Engine | LP, QP, MIP | $10,775 |
| XPRESS Solver Engine | LP, QP | $9,235 |
| MOSEK Solver | cQCP, NLP | $5,995 |
| KNITRO Solver | NLP, Global | $4,795 |
| OptQuest Solver | Global | $3,000 |
