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EXCEL linear programming solver

# EXCEL linear programming solver - Using the Excel linear...

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Using the Excel linear programming solver A linear program max x c x Ax b x T 0 0 = s.t. Can also be written in the form max x c x a x b a x b a x b x T T T m T m 0 1 1 2 2 0 = s.t. M This formulation uses the dot-product form, which conforms nicely with the approach used in Excel for formulating linear models. The Excel function SUMPRODUCT is their dot-product mechanism. The arguments for this function are (Array1, Array2). So to accomplish a x b T 1 1 We represent this as SUMPRODUCT( a 1 array reference, x array reference). For example if a 1 is in A1:A5 and x is in B1:B5, then SUMPRODUCT(A1:A5, B1:B5). Thus, a constraint setup for the solver would be to for place this sum-product in a cell such as C1 by “= SUMPRODUCT(A1:A5, B1:B5)” (without the “’s) and then place b in another cell C2 “= b value”. Relating these two cells with a SOLVER constraint such as 1 1 C1 <= C2 results in that constraint being defined.

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