O Excel pode executar otimização não linear restrita?

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O Excel pode realizar otimização não linear restrita?

    
por Brian 21.09.2010 / 01:58

1 resposta

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Você pode usar Solver do Excel para resolver problemas de otimização não linear com restrições. Tenha em mente que:

Nonlinear problems are intrinsically more difficult to solve than linear problems, and there are fewer guarantees about what the Solver (or any optimization method) can do. The Solver uses the GRG (Generalized Reduced Gradient) algorithm -- one of the most robust nonlinear programming methods -- to solve problems whenever the Assume Linear Model box in the Solver Options dialog is unchecked. (When the box is checked, the Solver uses the Simplex method for linear programming problems.) More...

Etapas para adicionar o suplemento do Solver no Excel 2007:

  1. Click the Microsoft Office Button, and then click Excel Options.
  2. Click Add-Ins, and then in the Manage box, select Excel Add-ins.
  3. Click Go.
  4. In the Add-Ins available box, select the Solver Add-in check box, and then click OK. Tip: If Solver Add-in is not listed in the Add-Ins available box, click Browse to locate the add-in. If you get prompted that the Solver Add-in is not currently installed on your computer, click Yes to install it.
  5. After you load the Solver Add-in, the Solver command is available in the Analysis group on the Data tab.

Este é um exemplo sobre como resolver um problema de otimização não linear usando o Excel. p>     

por 21.09.2010 / 08:54