Full integration withUncertainty, Dynamic equations, andIntelligent Arrays
Analytica’s core features including Monte Carlo sampling, Intelligent Arrays, and Dynamic definitions are all compatible with optimization. This allows you to implement advanced methods in the same intuitive manner as with all Analytica models:
• Perform Stochastic Optimization by simply defining the objective as the expected value (mean) or fractile percentage threshold of a sampled distribution result.
• Optimize Monte Carlo samples individually using Intelligent Array logic. It is easy to create a distribution of optimization results.
• Define constraints using dynamic expressions for models with recursive dependency.
...and much more
Additional features include:
• Efficient internal representation of sparse matrices for large LP and QP optimizations
• Easy identification of feasible subsets of constraints for LPs.
• Genetic algorithms for non-smooth NLPs
• User access to all internal engine settings and status flags
• Automatic identification of problem type and optimization engine, or adherence to user overrides
• Modular model design, allowing you to share portions of models and distribute modeling activities among individuals and teams.
• Multiple starting points for NLP searches, determined automatically or specified by user as an array of initial guess vectors.
Power and scalability from state-of-the-art solver engines
Analytica Optimizer comes standard with Frontline Software’s Premium Solver package of solver engines to handle all types of optimization problem: Linear (LP), Quadratic (QP), and Non-Linear(NLP). This package contains three engines:
1. LP/Quadratic
2. GRG Nonlinear
3. Evolutionary
Analytica Optimizer can automatically choose the solver engine to match the problem, detecting whether it is linear, quadratic, or more complex. It supports Continuous as well as Mixed-Integer andSemi-Continuous variable domains. (Semi-continuous variables can take on values within a bounded range or be zero.) The standard engine package supports up to 8,000 variables and 8,000 constraints for LP and convex QP problems, or 500 variables and 250 constraints for NLP problems.
For faster performance or larger numbers of variables and constraints, you can add in premium engines, including XPRESS from FICO, Gurobi, Mosek, KNITRO and OptQuest. These are some of the most powerful solver engines available in the World. They plug directly into Analytica Optimizer with full integration of all features, including uncertainty, dynamic simulation, and Intelligent Arrays. In fact, if you would like a more visual and flexible way to define and run optimization problems with one of these solvers than their standard algebraic, you should try it with Analytica. To obtain details on these premium solver engines, please go to Powerful Solver Engines available for Optimizer on our website
To purchase or Free trial
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