Latest: v9.2

What's new?

Version 9.2 introduces parametrized models in Fusion, that is the ability to build a Fusion model containing parameters and reoptimize it multiple times for varying input data without rebuilding the model from scratch. For an introduction follow one of these links:

Basic idea C++ Java .NET Python
Parametrization tutorial C++ Java .NET Python
Parametrized efficient frontier C++ Java .NET Python

See some benchmarks.

Other new features: support for Python 3.8, expanded OptServer API.

Regarding the optimizer and other interfaces version 9.2 is a direct continuation of 9.1 without any new features.

Links