Does anyone know of a linear optimisation code that can optimise an
objective function written in the Excel(97) VB Macro environment? I
will consider any commercial add-in solutions or source code options
that you may know of.

The optimisation problem consists of 3 variables and 1 response
(relatively basic). The Excel (Frontline Systems) solver doesn't work,
as far as I am aware, because it can't call a Macro to calculate the
response and unfortunately the optimisation problem can not be
reformulated within the worksheet environment as it needs to read data
from an independent program.

Any help would be much appreciated.

Many thanks,
WJM


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