Excel Solver & nonlinear problems

[laserablaatio]

Hi all,
what kinds of experiences do you have when using the excel solver for nonlinear optimization tasks? For me, it seems that it doesn't work very reliably even in the case of quite simple target functions and boundary conditions.

Are there more sophisticated solver plugins?

Thanks for your comments!

 

[Denial]

I have used Solver successfully numerous times, including on some highly nonlinear problems.

However for the latter you do need to give it starting conditions that are "reasonably" close to the ultimate answer. Otherwise it makes big jumps, which can either land you in an area where there is a local optimum which it will home in on, or in an area where one of your equations breaks down with (say) the square root of a negative number.

 

[prost]

Has anybody else observed that many of these canned routines work great for about 95% of what you need to do, but to solve the truly hard problems, it seems inevitably I have to go back to writing my own codes so I can be certain what is happening and where the problems/tricks in the code are?

 

[Denial]

I forgot to offer an answer to the second part of your question. I am aware of two products that claim to be "more sophisticated solver plugins".

The first is from the same people that wrote the "free" solver that comes with Excel. They offer several premium versions. See

http://www.solver.com

for details.

The second is a product called "What'sBest". See

http://www.lindo.com

for info.

 

[GregLocock]

I find that for reasonably complex problems, where the optimum result is governed by several non linearities, then a Genetic Algorithm approach is best. For instance, if you want to set up the optimum gearing in an automatic gearbox for fuel economy, you have to tune the shift schedule and the actual gear ratios in parallel.



Cheers

Greg Locock

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