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"Augabog" wrote...
.... I'm using SOLVER to change three variables in order to get a minimum sum squared error. I've noticed that if I change the initial values for the 3 variables before running solver, that the solver will return different values! There should only be one value for each associated with a minimum sum of squared error, and I have placed non constraints on what Excel can change the three variables in order to reach that minimum value for the target cell . . . Therefore, what the values for those three cells are prior to running the solver shouldn't matter, . . . Well, you're dead wrong. First off, Solver, like any other iterative numerical optimization software, only iterates until the change between a specified number of iterations is less than a specified threshold. If the initial values lead to a plateau or local minimum, that's what Solver is going to give as its result, even if it's not a GLOBAL minimum. There are settings in Solver's Options dialog which YOU can change to increase the odds of Solver winding up with a global minimum. There's a lot of literature on the pitfalls of numerical optimization. You might want to consider buying a textbook on the subject. |
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