Microsoft Solver Foundation 3.1
optimizationoperations-researchdotnetmathematical-modeling
Abstraction: Microsoft .NET library for mathematical optimization and simulation
Key points:
- Microsoft Solver Foundation (MSF) is a .NET/CLR toolkit supporting LP, QP, MIP, SOCP, nonlinear, and constraint satisfaction programming models.
- Supports any CLR language (C#, VB, F#, IronPython) and integrates as an Excel add-in, ASP.NET service, or embedded DSL.
- Includes the Optimization Modeling Language (OML), an algebraic modeling language that interconverts with MPS/QPS file formats.
- Partners with Gurobi Optimization for its MIP solver; an MSF license automatically includes a Gurobi license.
- Supports stochastic programming (two-stage linear stochastic models) for adding uncertainty to simulations.
- Application areas include supply-chain optimization, energy management, advertising profit maximization, portfolio risk analysis, and machine learning.
Connections: Microsoft · Gurobi · Mathematical Optimization · Linear Programming · Operations Research
Source: http://msdn.microsoft.com/en-us/library/ff524509%28v=VS.93%29.aspx