Is it possible to solve constrained optimization problems with excel?

[tuncalik]

Hi all

Is it possible to solve multi-dimensional constrained optimization problems with excel?

Constrained problems can easily be solved with matlab (f.e. fmincon) or R (f.e. optim).

With the optimization function fmincon() of matlab for example, you can formulate linear equality and inequality constraints as well as non-linear (i.e. functional) inequality constraints.

matlab fmincon():
http://www.mathworks.com/help/toolbox/optim/ug/fmincon.html

optim() method of R (General-purpose optimization):
http://stat.ethz.ch/R-manual/R-devel/library/stats/html/optim.html

Is it possible to solve constrained optimization problems with linear and non-linear constraints using excel?

Can you also formulate inequality constraints for vectors like (x,y,z) <= (2,3,1) with excel?

Regards
Tunc

 

[Al Chara]

You best bet is the Excel Solver Add-in. You can find more information of how the Solver handles constraints from the developers of the Excel Solver.

http://www.solver.com/suppstdconstraint.htm