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I remember studying mathematical optimization techniques for computers way
back in engineering school, so I remember some of the concepts. It is clear to me that you cannot have step functions or other non-continuous functions in the model, because that causes the search to get lost. Basically, at each point, the technique is to take a small step in the direction of each independent variable, then calculate the "slope" (partial derivative of F with respect to X) of the function. Then the next point is calculated by moving all independent variables in the appropriate direction. If you have any functions in your cells that return the same result (say 0) when this small step is taken, then the slope appears to be 0, so the technique concludes (wrongly) that it is at the "top of the hill" (maximization problem) and then stops. You simply have to take all of the non-continuous functions out of your model (i.e. ROUND, ROUNDDOWN, ROUNDUP, RAND, IF(var1<0,SomeValue,OtherValue), etc.). I believe that Solver really is a powerful tool and can be used in a lot of situations, as long as you understand the setup and usage requirements first. I guess the other lesson (or rule) is: Always double-check your presentation demos before class! (You always get questions that can test your credibility anyway!) -- Regards, Bill Renaud |
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Posted to microsoft.public.excel.programming
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I understand what you are saying. I'm just perturbed that EXCEL doesn't
seem to do a better job of telling you what functions you can't use, or must work around. "Bill Renaud" wrote in message . .. I remember studying mathematical optimization techniques for computers way back in engineering school, so I remember some of the concepts. It is clear to me that you cannot have step functions or other non-continuous functions in the model, because that causes the search to get lost. Basically, at each point, the technique is to take a small step in the direction of each independent variable, then calculate the "slope" (partial derivative of F with respect to X) of the function. Then the next point is calculated by moving all independent variables in the appropriate direction. If you have any functions in your cells that return the same result (say 0) when this small step is taken, then the slope appears to be 0, so the technique concludes (wrongly) that it is at the "top of the hill" (maximization problem) and then stops. You simply have to take all of the non-continuous functions out of your model (i.e. ROUND, ROUNDDOWN, ROUNDUP, RAND, IF(var1<0,SomeValue,OtherValue), etc.). I believe that Solver really is a powerful tool and can be used in a lot of situations, as long as you understand the setup and usage requirements first. I guess the other lesson (or rule) is: Always double-check your presentation demos before class! (You always get questions that can test your credibility anyway!) -- Regards, Bill Renaud |
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