Optimization Modelling Suite

 

Robust, flexible optimization solvers for accurate,
efficient results.

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NAG Optimization Modelling Suite

World-Class Optimization Solvers

 

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:

Automotive Finance Firm Looking to Optimize Loan Offers

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.

Investment Company Calibrate Nonlinear Least Squares Problem with NAG® Library Optimization Solvers

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.

Personalized Portfolios Get Daily Tune-up With Help of NAG Optimization Components

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.

NAG Improves Speed of Banking Analysis and Pricing Services Application

NAG consulting services were able to provide a speed-up of more than 10 times when an analysis and pricing firm needed help improving the speed of its applications,

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Flexible

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.

Supported

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.

Robust

Tried and tested vigorously, NAG Optimization Modelling Suite offers unrivalled robustness and reliability that ensures user confidence.

Comprehensive

NAG constantly innovates in all areas of numerical algorithms and we continuously add to and improve our Optimization Modelling Suite.

Case Studies

 

Take a look at our collection of Case Studies to learn more about what the NAG Library and the Optimization Modelling Suite can do.

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