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Powerful Solver Engines available for Optimizer

The standard Analytica Optimizer 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 Analytica Optimizer, 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.

We sublicense these solver engines from Frontline Systems (as we do their Premium solvers included in the Standard Optimizer). 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.

For more information, or a free 30-day trial, please call us at 650-212-1212 or email us at

Individual License Pricing for Add-on Solver Engines for use with Analytica 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 $9,235
XPRESS Solver Engine LP,QP $9,235
MOSEK Solver  cQCP,NLP $5,995
KNITRO Solver NLP, Global $4,795
OptQuest Solver (32-bit only) Global $3,000

Server licenses for use with the Analytica Decision Engine are also available. Contact Lumina for more details.