Methods for Nonlinear Problems
Starting Values. The nonlinear Solver uses the
starting values of the decision variables to determine where to
search for feasible, and later optimal trial solutions. The closer
the starting values are to the actual solution, the less time the
Solver will require in most cases. The Solver Results dialog, which
appears when the Solver stops (even if the time or iteration limit
was reached or you pressed ESC), allows you to save or discard the
latest values of the decision variables. It usually pays to save
these values so that they become the starting values the next time
you choose Solve. For some problems, you may want to save several
sets of variable values; you can do this with the Save Scenario
button in the Solver Results and Show Trial Solutions dialogs.
Forward vs. Central Differencing. The Solver
Options dialog includes a Derivatives option box, where you can
choose Forward or Central (see Estimates, Derivatives and Search for
details). Forward is the default choice. The Central option causes
the Solver to perform twice as many recalculations in computing the
partial derivatives at each major iteration. This will usually take
more time on each iteration than the time saved from fewer
iterations. You should choose the Central option only if the Solver
is having difficulty reaching the optimal solution, and if the
constraints are changing rapidly close to their bounds.
Frontline's current Premium
Solver products often can do little
to speed up the solution process for a nonlinear problem. Most of
the methods they employ are effective only for linear and integer
problems. But the next generation Premium Solver Platform will significantly speed up the
solution process for nonlinear models in Excel.
Next: Methods for Integer Problems
Back to Eliminating
Non-Essential Calculations
Back to Improving Slow Solution Times
Back to Standard Excel Solver
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