excel使用VBA解决200多个数据

Question

I am new using this Solver function. Is there is way to use Solver for more than 200 sets of data. Maybe using VBA? Really hope someone could help me

Answer 1

No, you need to buy their commercial product (from Frontline Systems) or build one yourself. For Linear/Non-linear optimization there are a lot of open source libraries available in C++ so you may compile a DLL and invoke it from a VBA wrapper.

Also, it's not difficult to implement it completely in VBA. The original guys who developed the solver have given a very very detailed explanation of its workings here. These are the guys who actually made it so you can easily replicate it - especially for the linear case.

A bit dated, but will give you an idea on how to proceed.

https://www.utexas.edu/courses/lasdon/design.htm

Especially useful are the sections where they describe how they build the Jacobian matrix numerically (for Generalized Gradient Descent in NLopt) and how they use a small perturbation to determine the linear coefficients for the Simplex Method. Thus for a linear problem, the only trick is to generate the Coefficient Matrix and then the solver can proceed completely in-memory and generate

1. the optimal solution
2. Shadow prices, reduced costs, etc.