Optimization using GRG Engine in Solver SDK returns sub-optimal solution

Hello,

We have both Excel based Solver platform as well as the Solver SDK platform. We have a custom application to run the Solver SDK. We optimize a model using Excel we invariably get a better solution that when we use Solver SDK using our custom app. Please note in our custom app we are not loading the Excel sheet into the app. Instead, we define the problem setting bounds, constraints, the objective function (as Evaluator) and Gradient (as another evaluator).

Please let us know how to get the same result as we get in Excel solver.

Regards

Ravi