You can use Excel's Solver to solve nonlinear optimization problems with constraints. Bear in mind that:
Nonlinear problems are intrinsically
more difficult to solve than linear
problems, and there are fewer
guarantees about what the Solver (or
any optimization method) can do. The
Solver uses the GRG (Generalized
Reduced Gradient) algorithm -- one of
the most robust nonlinear programming
methods -- to solve problems whenever
the Assume Linear Model box in the
Solver Options dialog is unchecked.
(When the box is checked, the Solver
uses the Simplex method for linear
programming problems.) More...
Steps to add the Solver add-in in Excel 2007:
- Click the Microsoft Office Button, and then click Excel Options.
- Click Add-Ins, and then in the Manage box, select Excel Add-ins.
- Click Go.
- In the Add-Ins available box, select the Solver Add-in check box,
and then click OK.
Tip: If Solver Add-in is not listed in the Add-Ins available box,
click Browse to locate the add-in.
If you get prompted that the Solver Add-in is not currently
installed on your computer, click Yes
to install it.
- After you load the Solver Add-in, the Solver command is
available in the Analysis group on the
Data tab.
This is an example about solving a nonlinear optimization problem using Excel.
