I am solving an optimization problem. the problem has binary constraints. solver is (during iteration) setting those binary constraints to decimals between 0 and 1 (approximating a relaxed gradient search). I wish to indicate to solver that it should just search over the discontinous values for 0..1.

You ask about linearizing a non-linear problem - you would need to provide more specific information in order to answer that (e.g. What is your equation? How have you set up your solver problem? etc.)


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My understanding is that I can't use a direct IF functions to satisfy the linearity requirements for simplex... but I definitely need a conditionality statement to assign values to N and P based on the sign (+ or -) of the difference term. I have tried to assign some type of binary arrangement, without success. I have seen this methodology described in some articles, and that it was solved with basic solver LP... but I cannot for the life of me, set up my spreadsheet to yield something that is a. solvable through simplex, or b. assigning the proper values and signs for N and P. Here's where I am at ... I wouldn't doubt that I have committed some embarrassing algebraic or logic mistake. Your help is appreciated beyond words//

I have a macro that runs through multiple sets of permutations using Excel's solver. Each macro runs the solver 3 times, using Simplex followed by 2 x Evolutionary. It seems to work reasonably well.

The Excel Solver add-in is especially useful for solving linear programming problems, aka linear optimization problems, and therefore is sometimes called a linear programming solver. Apart from that, it can handle smooth nonlinear and non-smooth problems. Please see Excel Solver algorithms for more details.

Excel Solver examples (.xlsx file)

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Is it possible to solve this problem using solver?

I have two groups of items lets say we have repairmen and repair contracts. Based on repairmen scoring and contract scoring i need the best match. Scoring of both is more than single number but a set of scores in the given scale. For example repairmen have 3 scores from 1-5 and the same with contracts. Can solver help with best match of workers to contracts?

Hello Sir

i want to find out what would be the minimum Bench resources and Bench cost that i should have for a Turnover of $ 50000

At Present my billing is $9000

Presently the Bench Resources are 17 in Nos

Present Bench cost is $12000

Can you let me know how to find this on excel solver

The downside is that the solution you obtain with this algorithm is highly dependent on the initial conditions and may not be the global optimum solution. The solver will most likely stop at the local optimum value nearest to the initial conditions, giving you a solution that may or may not be optimized globally.

Another requirement for the GRG nonlinear solver to obtain a good solution is for the function to be smooth. Any discontinuities caused by IF, VLOOKUP, or ABS functions, for example, will cause problems for this algorithm.

We have a database of 153 players, and we want to compose the best team of 6 players with a total salary cap of $50k. This can actually be done in Excel quite easily. With some random data I get the following results using the Simplex LP based MIP solver:

My advice: always try a MIP model first. The model building process forces you to understand the problem better and a MIP solver can give proven optimal solutions (or a guaranteed quality when we allow a gap between best possible and best found solutions). If the performance is not satisfactory then consider using a meta-heuristic. (The MIP model an also be used then to debug the implement the meta-heuristic and compare the quality of the objective function values).

The Simplex LP solver is the only solver that can guarantee an optimal solution, however, the problem size is somewhat limited and all of the constraints as well as the objective function have to be linear.

At this point, a solver like Gurobi could solve it since it supports quadratic terms under certain conditions. However, the Excel Simplex solver still can't do it. You could approximate the quadratic part using more piecewise linear functions, however, the problem will get way to big to model it in a reasonable way in Excel.

So, what about the other solvers? Both the GRG nonlinear solver as well as the Evolutionary solver are based on heuristics. These solvers aren't guaranteed to find an optimal solution and aren't even guaranteed to find a solution at all. I use them once in a while, but most of the time it isn't even worth trying.

In your case, I have used only the modelling tricks to get rid of the IF function (see piecewise linear function) and then used the GRG nonlinear solver. I was lucky and was able too find an optimal solution, which I didn't expect. The solver is usually letting you know if the solution is just "feasible" or if it is also optimal (like in this case):

As you can see in the screenshot above, I have completely changed the way the tax payments are calculated. Instead of having one formula, I calculate the "potential" tax that would be due in each tax bracket. Furthermore, I introduced a binary variable for each year and tax bracket. This variable is 1 if the taxable salary is in the given range and 0 otherwise. All variables are yellow and all formulas that need to be added to the solver are in orange. The green line contains the "old" calculation using the "IF" statements. I kept this in there in order to verify that the new calculation is implemented correctly.

You can use this Solver add-in to find better ways to allocate scarce resources, maximize profits or minimize costs or risks, in a wide range of applications in finance and investment, marketing, manufacturing and production, distribution and logistics, purchasing, and human resources, as well as science and engineering. To see examples, open the SolvSamp.xlsx workbook included in Microsoft Excel, or register at www.solver.com and click on Examples to download dozens more example models. Many management science textbooks also include examples and discussions of Solver models: see Support - Recommended Books on Solver.com.

For a complete description, visit www.solver.com/excel-solver-help. You can create an Answer Report and/or a Sensitivity Report in Excel 2016, and soon in Excel Online or Excel on iPad, as long as Solver finds a feasible solution. But since VBA is not available online, Solver VBA macros cannot be used to control this Solver add-in.

Modeling and solving capabilities

Solver Foundation Services (SFS) can automatically analyze models and determine which solver is most appropriate.If you are an advanced modeler, you can choose specific solvers and solver attributes.While solving the models, SFS manages all threading, many-core, synchronization, scheduling, and model execution issues.When finished, SFS produces reports about solver behavior and results, and provides additional information about solutions, including sensitivity.Finally, SFS allows LINQ data binding of model parameters and delivery of results in multiple formats.

The SFS level is recommended for conceptual clarity of modeling, for ease of binding to data from various sources, for educational use, for introducing you to all the capabilities of Solver Foundation, for automatic selection of a solver to suit your model, and for construction of models which may require the use of more than one kind of solver.Solver Foundation will be heavily investing in the SFS.

The Solver-specific APIs are intended for use by experienced programmers who clearly know which kind of solver they need to use, are prepared to write code to translate a model into a sequence of API calls, and where the usage is to be embedded in an application where the application is fully responsible for capturing the model and supplying the instance data.

The advantage of using the SFS level is that code is (almost) solver independent. In the ideal case the system chooses which solver to usedependent of the model and availability of solvers. Solver choice can also be instructed via the configuration file. To have more control of thechosen solver and its parameters also a specific solver directive can be chosen in the code. Only that directive code is then solver specific.

The advantage of using the API of the specific solver is that you have more control over the solvers' specific features.But the disadvantage is that you are targetting specifically that solver and it is thus more difficult to change solver.

lpsolve is callable from Microsoft Foundation Solver via a wrapper or plugin. As such, it looks like lpsolve is fully integratedwith Microsoft Foundation Solver.


This plugin acts as a bridge between Solver foundation and lpsolve.

Users of the plugin and MSF need to register the new solver in the app.config in order to use it.


To use the lpsolve plugin with MSF:

Microsoft Foundation Services can instruct the solver via a directive.All properties and methods starting with LpSolve are lp_solve specific and control the solver. All others are inherited from the base Directive object.These are the available properties and methods: e24fc04721

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