Using a Solver Add-on Engine

With Analytica Optimizer 4.0, it is possible to add-in any external optimizer engine that is supported by Frontline solver. On different optimization problems, some engines may outperform others. These engines can be purchased directly from Frontline and added into an existing Analyica Optimizer license. Alternatively, Lumina may act as a reseller.

Available External Engines

The prices shown are approximate prices charged by Frontline for each engine license, not including annual support charge. See [|Solver Pricing] for more details.

• Xpress LP/MIP only ( ~$6K)
• Xpress LP/QP/MIP ( ~$8K)
• Knitro (NLP) ( ~$4K)
• Mosek SOCP ( ~$4K)
• Mosek SOCP/NLP ( ~$5K)
• OptQuest ( ~$2.5K)

Licensing for Analytica and Excel

Suppose you have a license for Analytica Optimizer 4.0 and a license for Frontline Solver 7.0 for Excel. If you purchase (in addition) one license for an external engine, such as Knitro, then that single license gives you access to Knitro from both Analytica Optimizer and Excel. [ Note: I am pretty sure this is the case, but we may need to verify with Frontline ]

How to install

Analytica Optimizer 4.0 or later must be installed before an external solver engine can be added in.

To install a frontline engine for use with Analytica Optimizer 4.0, you will need the following items:

A. The engine add-on installer (or at least the DLL file containing the engine add-on).
B. A full file path to the location where the engine DLL will be installed.
C. The name of the external engine.
D. The license for the external engine, provided by Frontline as a Solver.lic file.
E. The location of your Analytica installation, [ANALYTICADIR], usually C:\Program Files\Lumina\Analytica 4.0

Steps: 1. Copy or install the external engine files. (Note the full path to the DLL file for step 6 below). 2. Append the license lines from item D above to the file [ANALYICADIR]\Solver.lic. You can use a text editor for this. Be extra careful not to delete any lines already in [ANALYTICADIR]\Solver.lic. 3. Run RegEdit.exe, navigate to:

HKLM/Software/Lumina Decision Systems/Analytica/4.0

4. Create the SolverEngines subfolder (if not already present), and inside it, create a string value with the name of your engine (item C above). Enter the fully qualified file path to your external engine DLL as the value for this key.