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Resources OpenSolver For Excel

This document provides resources for optimization modeling and solving models in Excel using OpenSolver or other tools. It lists modeling tricks, research applications of OpenSolver, other Excel add-ins for optimization, and literature on optimization techniques. It also includes two comments asking about performing sensitivity analysis in OpenSolver and the response that OpenSolver currently does not support sensitivity analysis.

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138 views

Resources OpenSolver For Excel

This document provides resources for optimization modeling and solving models in Excel using OpenSolver or other tools. It lists modeling tricks, research applications of OpenSolver, other Excel add-ins for optimization, and literature on optimization techniques. It also includes two comments asking about performing sensitivity analysis in OpenSolver and the response that OpenSolver currently does not support sensitivity analysis.

Uploaded by

Anonymous 1rLNlqU
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Resources

Modelling Tricks
The AIMMS folks have a great online chapter describing how to take non-linear requirements and
model them using linear programming. (Thanks to Stu Mitchell of PuLP fame for pointing out this
resource.)

Research & Applications


We are always interested in how OpenSolver is being used, both in research and in industry. Some of
the uses we know of are given below.

Katherine Perry has submitted a masters thesis on Call Center Scheduling Problem using
Spreadsheet Optimization and VBA. (You will have to click past a broken certificate.) Katherine has
been using OpenSolver to solve her call center problems. Her thesis includes an appendix giving step
by step instructions on installing OpenSolver that might be useful for new users.

In his Master’s thesis, “Solv ing a Large Scale Integer Program w ith Open-Source-Softw are,”
Bernhard Aeschbacher (University of Zurich, Department of Business Administration) uses OpenSolver
for scheduling. He “solved a MILP with OpenSolver with about 1’900 variables and 5’700 constraints in
order to build a cyclic schedule for physicians.” It was great to see Bernard using OpenSolver’s on-sheet
highlighting in his appendix to show how his model was built. His thesis and model are available to
download from our Sourceforge resources repository.

Other Excel Tools


This section lists other Excel add-ins that users might find useful.

Frontline Solv er, who provide upgraded versions of the built-in Solver that can do very clever things
because Frontline really understand how formulae work in spreadsheets.

Cplex for Microsoft Excel, which provides a powerful solver for optimization modelling in Excel.
(Cplex is one of the older and better established opimisers available.) I found this description of their
implementation to be very interesting; they’ve done some clever stuff!

Queueing ToolPak 4.0


The Queueing Toolpak, developed by Armann Ingolfsson and Fraser Gallop from the Alberta School
of Business, provides functions to calculate statistics for “waiting line systems consisting of a single
waiting line, one or more parallel servers, a Poisson arrival process, and exponentially distributed
service durations (mathematically, M/M/s and M/M/s/s+C systems)”. A smaller set of statistics can also be
calculate for more general G/G/s systems. The Queueing Toolpak is written in C as an XLL (and so will
be fast).

Paul Jensen’s Operations Research Models and Methods Addin Collection


Paul Jensen has developed several collections of Excel add-ins that implement a very wide range of
models and methods used in Operations Research, Operations Management and Industrial
Engineering. These are available on Paul’s web-site which he describes as follows: The Models section
contains brief discussions on how decision problems can be expressed in a form amenable to analysis,
along with examples. The section includes most of the topics considered by introductory Operations
Research courses. The Methods section contains pages that explain the theoretical constructs behind
the solution methods, primarily mathematical programming. The Computation section provides
instructions for the Excel add-ins that can be used to solve the models. A large variety of OR methods
are implemented with the Excel add-ins. The Problems section has modeling or algorithm problems to
be solved by the student. The OM/IE section has pages discussing the design and operation of
manufacturing systems. These topics are typically taught in operations management and industrial
engineering academic programs. Additional add-ins solve applied problems in OM/IE.

“Resource for Spreadsheet Analytics” – Analytics magazine Article, June 2010


This 2010 article, by Thomas Grossman, discusses many useful resources for using spreadsheets in
management science and operations research.

Spreadsheet Analytics Website


This website, maintained by Thomas Grossman, is an excellent site for finding Excel tools for
management science and operations research.

Accessing AlgLib from Excel using ExcelDNA


This post describes how ExcelDNA can be used to easily expose C# routines to Excel, including the
numerical algorithms available in AlGLib.

RIMA (not for Excel)


RIMA is a LUA system for building linear and integer programming models developed by Geoff
Leyland. RIMA’s strengths are its ability to manipulate and combine multiple models.

Ascend (not for Excel)


Surv ey of optimisation solv ers prepared for Ascend. “ASCEND is a system for solving systems of
equations, aimed at engineers and scientists. It allows you to build up complex models as as systems
constructed from simpler sub-models.”

Solv er
Microsoft provides this description of how Excel’s Solver works. See also the documentation on
Solv erOK (Office 2000) and Solv erGet (Office 2000), and, with some updates, Solv erGet (Office
2010). eHow provide an interesting discussion of the history of Solv er. For an excellent discussion of
Solver’s design by Daniel Fylstra (President and CEO of Frontline Systems), see:

Design and Use of the Microsoft Excel Solver, Daniel Fylstra, Leon Lasdon, John Watson, Allan Waren
, INTERFACES, Vol. 28, No. 5, Sept-Oct 1998, pp. 29-55 (also available at http://w w w.utexas.edu
/courses/lasdon/design3.htm)

A more recent 2003 article discusses the non-linear Solver capabilities:

Interval methods for accelerated global search in the Microsoft Excel Solver
IP Nenov, DH Fylstra – Reliable Computing, 9: 143–159, 2003 – Springer [Google Scholar] [Citeseer
pdf]

A good book on using Solver is:

“VBA for Modelers: Dev eloping Decision Support Systems With Microsoft Office Excel,” S. Christian
Albright, Cengage Learning, Inc, UOH, USA (2010)

One section of particular interest is Albright’s description of Solver’s use of hidden names; see
“Automating Solv er and Palisade Add-Ins”, p369 of VBA for Modelers (2010).
2 comments to Resources

Aby Espejo
March 13, 2011 at 7:58 pm · Reply

Good day,
I would just like to ask how sensitivity analysis could be performed using open solver.
The model I am working on cannot be solved simply by Excel Solver (it has 200+ variables), so I
have to use open solver instead. In using Excel Solver, an option to print a Sensitivity Analysis
Report is shown after solving the model, yet I cannot seem to find an option in Open Solver.

I really need this analysis for my paper. Thank you.

admin
March 13, 2011 at 8:28 pm · Reply

Aby, OpenSolver does not do sensitivity analysis. I am discussing this with the
author John Forrest of the COIN-OR solver CBC that we use with the aim of
adding this in, but it won’t be happening any time soon. However, you may be able to work
with CBC from the command line to generate what you need; I’m not a CBC expert sorry!
Andrew

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