Direct Optimizer -
What does it actually do?

Let us say your Excel-sheet contains in shell A1 a formula for example like this:


=B1*C1 + SIN(B1*C1) -1

and you would like to find such values into cells B1 and C1 that value of cell A1 would become zero. Perhaps you would also like to limit the values of the variables to some allowed ranges.

Direct Optimizer can do this for you. In addition to solving equations like above, it can also minimize or maximize the value of your target cell.

The usual way to solve problems like this in Excel is to utilize the Solver Add-In which is distributed with Excel. The main differences between Direct Optimizer and Solver are:

  1. Direct Optimizer can be (and has been) applied to problems even with million variables, but is often slow on small problems. Solver restricts the number of variables to 100, but is usually fast on small problems.
  2. Direct Optimizer is based on modification of the Hooke-Jeeves direct search algorithm. Solver is based on dynamic quadratic models.
  3. Direct Optimizer supports at the moment only simple bounds for the variables. Solver has sophisticated constraint support.
  4. Direct Optimizer stores information about variable bounds to Data Validation of the variable cells. Solver has a proprietary method for storing constraint information.
  5. Direct Optimizer has been designed for nonlinear optimization only. Solver can deal also with linear and integer problems.

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