Version: 7
Faster and More Flexible Solvers

The recently released What’sBest! 7.0 solves broad classes of problems faster and includes new tools to tackle tough nonlinear models.

New Global Solver
What’sBest! 7.0 can now find the mathematically proven global optimum on non-convex nonlinear models. Rather than stopping after the first local optimum is found, the global solver will search until the global optimum is confirmed. The nonlinear and global license options are required in order to utilize the global optimization capabilities with What’sBest!.
Multistart Capability
The new Multistart feature can be a powerful tool for finding good solutions to nonlinear models more quickly. This feature intelligently generates a set of candidate starting points in the solution space of nonlinear models and mixed integer nonlinear models. Then, the solver selects a subset of these candidate solutions to initialize a series of local optimization. For non-convex nonlinear models, the quality of the solution returned by the multistart solver will be superior to that of the general nonlinear solver. A user adjustable parameter controls the maximum number of multistarts to be performed. The nonlinear and global license options are required in order to utilize the multistart feature with What’sBest!.
Quadratic Recognition and Solver

Quadratic Programming (QP) models are a common class of nonlinear model that is encountered in applications such as financial portfolio analysis. The new QP recognition tool in this release of What’sBest! automatically determines if a nonlinear model is actually a quadratic model. If the model is linear with a quadratic objective, then it will be passed to the faster quadratic solver, which is available as part of the Barrier Solver option.

Improved Integer Solver
The new integer solver benefits from a number of enhancements that boost performance on many classes of problems. A partial list of new features include:
  • More advanced probing/pre-solving—including lifting clique
  • Special pre-solving of rows containing all binary variables
  • Additional cut generation
  • Faster cut generation
  • Improved rounding heuristic
  • New enumeration solver for pure binary models
  • Many new user controllable parameters
  • Improved reduced cost fixing and bound tightening within the tree
  • Improved performance on mixed integer quadratic models
Improved Linearization Capabilities
This release improves handling and performance on models with non-smooth functions such as IF, MAX, MIN, and ABS as well as the product of a binary integer and continuous variable. Linearization can automatically convert these to a series of linear, mathematically equivalent expressions. Many non-smooth models may be entirely linearized. This allows the linear solver to quickly find a global solution to what would have otherwise been an intractable problem.