The NAG Optimization Modelling Suite is a comprehensive collection of robust, tested and documented optimization solvers for discrete and continuous optimization available within the NAG Library.
The solvers are accessed via an intuitive interface designed for ease of use. Key areas covered include:
An automotive finance company required an application for validating and optimizing loan terms and suggesting alternative terms. NAG provided its robust numerical components with additional VBA code to deliver an Excel-based solution.
Global Investment Company Exane use NAG® Library optimization solvers to calibrate parametric arbitrage-free volatility surfaces. After a testing phase including benchmarking NAG solvers against other numerical libraries, and open-source alternatives, the NAG® Library was selected for its performance, efficiency, and reliability.
Financial institutions struggle to provide efficient and personalized management of thousands of investor portfolios. Smartleaf co-founder Gerard Michael notes, “Separate account management is typically costly, error prone, and inconsistent. While clients want both tax sensitivity and personalization, they get little of either. Many portfolios are reviewed sporadically, often just once each quarter for rebalancing.” Michael and his team developed Smartleaf Portfolio Manager, with NAG optimization components, to make efficient and personalized account management possible for even the largest financial services companies responsible for thousands of client portfolios.
Designed to allow users to add, modify, and remove model components such as variables, linear constraints, least squares residuals, and more without the need to rebuild. NAG Optimization Modelling Suite is flexible like no other.
Our expert consultant developers work with the technology on a daily basis. The support NAG offer allows users to troubleshoot at speed with a simple phone call, video call, or email ensuring project operations run smoothly.
Tried and tested vigorously, NAG Optimization Modelling Suite offers unrivalled robustness and reliability that ensures user confidence.
NAG constantly innovates in all areas of numerical algorithms and we continuously add to and improve our Optimization Modelling Suite.
Want to see what the Optimization Modelling Suite (delivered with the NAG Library) can do for you? Take a trial today.
Take a look at our collection of Case Studies to learn more about what the NAG Library and the Optimization Modelling Suite can do.
Our expert consultants are on
hand to answer any questions
you may have.