Using Solver with IF function?

D

David Radin

Hi,

When I try to use Solver to maximize a cell whose inputs include cells
that use the IF function, I get an error saying that Solver
encountered an error while trying to compute derivatives. Apparently,
Solver just has problems maximizing anything whose derivative it can't
take. Does anyone know of a workaround?

I'd appreciate a direct email reply, as Google Groups isn't the most
convenient thing to use, but I'll still check back here occasionally.


Thanks much,
Dave
 
B

Bernard Liengme

I doubt if a private email will reach you - unless you are using SPAM as a
user name!

Solver cannot cope with discontinuous functions because the underlying math
(Newton-Raphson, etc) cannot cope with them. So there is no workaround.

best wishes
 
J

Jorma Kuha

You can try my Direct Optimizer Add-In for Excel. It does not utilize
derivatives. You can download it for free from
http://www.directoptimizer.com

It is not specifically designed for non-differentiable problems (its
convergence can not be proven in the non-differentiable case), but if
a heuristic is acceptable, it can be applied to non-differentiable
problems also. You should verify the solution for example by
performing the optimization several times from different starting
points.

- Jorma
 
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