Mixed integer linear program using Excel solver

[Schizoid Man]

Hi,

I'm trying to solve a rather easy mixed integer linear program using the
Excel Solver and have an unusual constraint problem.

I have have 17 decision variables and I need to add the constraint where
each of the variables have a unique integer value. However, I cannot
seem to specify this using the Solver - my choices are limited to Int,
Bin, =, >= and <=.

I was wondering if anyone had any suggestions.

Thanks,
Schiz

 

[Harlan Grove]

Schizoid Man wrote...

I'm trying to solve a rather easy mixed integer linear program using the
Excel Solver and have an unusual constraint problem.

I have have 17 decision variables and I need to add the constraint where
each of the variables have a unique integer value. However, I cannot
seem to specify this using the Solver - my choices are limited to Int,
Bin, =, >= and <=.

....

If your parameters could be ordered so that p[1] < p[2] < . . . <
p[17], then you could change your objective formula from a function of
p[1..17] to a function of p[1] and d[2..17], where d[k] = p[k] -
p[k-1]. That is, p[k] = p[1] + Sum(d, i = 2..k). Constrain the p[1]
cell to be an integer and the d[k] cells to be *positive* integers, >=
1.

If your parameters can't be ordered, then there's no way to do this
with Solver.

 

[Schizoid Man]

Schizoid Man wrote...

I'm trying to solve a rather easy mixed integer linear program using the
Excel Solver and have an unusual constraint problem.

I have have 17 decision variables and I need to add the constraint where
each of the variables have a unique integer value. However, I cannot
seem to specify this using the Solver - my choices are limited to Int,
Bin, =, >= and <=.

...

If your parameters could be ordered so that p[1] < p[2] < . . . <
p[17], then you could change your objective formula from a function of
p[1..17] to a function of p[1] and d[2..17], where d[k] = p[k] -
p[k-1]. That is, p[k] = p[1] + Sum(d, i = 2..k). Constrain the p[1]
cell to be an integer and the d[k] cells to be *positive* integers, >=
1.

If your parameters can't be ordered, then there's no way to do this
with Solver.

Hi Harlan,

I guess my problem statement wasn't complete. It's a multiple objective
function MILP and I'm not aware of any way of ordering the decision
variables. I'll keep thinking though.

Thanks for the tip.