"Walker" wrote...
I just finished a Markowitz Portfolio Optimization Model with 80
different securities and I'm trying to run solver to find the optimal
solution. Solver either tells me it is too large a problem for Solver to
handle or it terminates the program. Does anyone know a way to reduce the
workload on solver so that it will be able to run the problem?

With 80 securities, don't you have more than 70 degrees of freedom? If so,
the version of Solver that comes with Excel can't handle this. You'll need
to buy the higher-end version of Solver, and it costs $$$.