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Solver Frustration

  1. #1
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    11-09-2006
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    Excel 2010 64 bit
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    Solver Frustration

    Hello!

    I am using solver the first time so I am a bit frustrated by this application. I am using it to find the best combination of variables A and B – both of which control the formulas in separate columns. I have put constraint on A to be between 4 and 10 and B between 30 and 60 – so there are a lot of possible combinations of these parameters (e.g. 4;40, 7;45 and so forth). However, when I press the Solve button the Solver just flicks for two or 5 combinations – from what I can see in he progress window in the lower left hand corner and hen gives off its result. Most of the times the result was not the best combination. Is there a problem with the tool or I should use another one to rotate through the various pairs of variables between the constraints that I use?


    Any kind of feedback is appreciated,

    Dima

  2. #2
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    You don't give specifics of your model, so I can really only talk in generalities. As with any numerical algorithm, there are times when the algorithm will fail to return the correct answer. Sometimes, due to poor choice of starting conditions, a local optimum will be found that isn't the global optimum. Sometimes the model is poorly designed for the algorithm used. I can't write a complete text on numerical algorithms here. I might suggest you locate a good text on numerical methods. The default alogrithm used by Solver is the Newton-Raphson method. Any good text should explain the basics of how the method works, and what kinds of pitfalls are associated with the method. You could even try putting "newton-raphson" into your favorite search engine. I expect several people have posted summaries to the internet.

    In order to get specific answer in this forum, we're going to need the specifics of your model (beginning values, formulas used, convergence criteria, etc.).

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