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Hi,

I have to re-write an application that is in Excel and VBA which performs Monte Carlo simulations and Optimization. It uses Oracle's Crystal Ball product. I need to move it to C# or C++. Crystal Ball's API is going to be discontinued so I can't use that. Frontline have Solver which seems to do the job but I wondered if anyone else knows of any other options to comapre with.

many thanks
Jackie
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1 solution

Have a look at the NVIDIA CUDA Libraries SDK Code Samples[^]

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Espen Harlinn
 
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Jackie Lloyd 1-Mar-13 6:08am    
Thank you for this suggestion. I couldn't see an optimizatin option (I mean the statistical optimization of a parameter in a simulation) there and it seems that you have to buy extra hardware (with the CUDA parallel computing architecture) - is that right?
Espen Harlinn 1-Mar-13 6:30am    
Most (all recent?) nVidia graphics cards have CUDA capabilities.
As for optimizaton, that's one of the areas where CUDA often shines, the trick is to find a good parallel algorithm for your problem that's suitable for the GPU.
Google returned a serious number of results for 'gpu statistical optimization', so it's more than likely that you'll find something that suits your purpose.
Jackie Lloyd 3-Mar-13 14:08pm    
thanks, that looks useful
Sergey Alexandrovich Kryukov 12-Mar-13 17:12pm    
CUDA?! In fact, quite a good idea. Numerical simulation can be very performance-demanding, so it would be a good reason to give it a try. And nVidia presents a good source of under-used computing resources at OP's disposal. What's nice, it does not mean that screen graphics suffers... :-) My 5.
—SA
Espen Harlinn 12-Mar-13 17:15pm    
Thank you, Sergey :-D
Have you ever looked at https://www.openmodelica.org/

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