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 >


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