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Math Help - Gnumeric now has nonlinear constrained solver/optimisation

  1. #1
    Grand Panjandrum
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    Gnumeric now has nonlinear constrained solver/optimisation

    One of the things that has lead me to retain Excel on at least one computer at home has been the lack of a tool comparable to the Excel solver in other spread sheets (I know its not perfect, often needs hand-felting etc and I have other tools, but I still use it for quick and dirty non-linear optimisation).

    Now Gnumeric has such a solver (not quite as polished as Excel's but close enough), so I can retire the old 100MHz Pentium 1 laptop with Excel 97 -at least when I have finished play testing the Gnumeric solver

    [the subtext here is that the mathematical and statistical function in Excel have for a long time been neglected by MicroSoft, known errors and deficiencies taking dacades to be addressed, and always seeming to be treated as an afterthought. Gnumeric is an open source spreadsheet that intends to provide the best numerical algorithms that money can't buy, including statistical functions from 'R']

    CB
    Last edited by CaptainBlack; July 22nd 2010 at 07:49 AM.
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  2. #2
    Grand Panjandrum
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    An initial comparison of the Gnumeric and Excel solvers indicates (that on the test problem at least) that the Gnumeic solver finds a better minimum for the optimisation problem. There are constraints in the problem but they are not active at the optimum.

    The solver control panel is slightly more fussy about what it accepts than that of Excel.

    The only negative observation is that at one point (when I was still constructing the sheet) a solution violated a constraint (assuming that I had implemented what I think I had). This will need watching to see if it is a real problem or just my error.

    CB
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  3. #3
    Grand Panjandrum
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    Quote Originally Posted by CaptainBlack View Post
    An initial comparison of the Gnumeric and Excel solvers indicates (that on the test problem at least) that the Gnumeic solver finds a better minimum for the optimisation problem. There are constraints in the problem but they are not active at the optimum.

    The solver control panel is slightly more fussy about what it accepts than that of Excel.

    The only negative observation is that at one point (when I was still constructing the sheet) a solution violated a constraint (assuming that I had implemented what I think I had). This will need watching to see if it is a real problem or just my error.

    CB
    There is an open bug report on the Guneric solver on the non-observance of constraints, it appears still to be open at vesion 1.10.8.

    CB
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