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Operations Research Models and Methods
Computation Section
Mathematical Programming

The Mathematical Programming Add-in constructs models that can be solved using the Solver Add-in or one of the solution add-ins provided in the collection.

When the Math Programming add-in is installed, several new command lines are added to the OR_MM menu. The menu items under the title Math Programming create models of the different types.

math programming dialog

Selecting an item from this list causes a dialog box to be presented which constructs a mathematical programming model. Select one of the options in the left column of this page to get detailed instructions for specific forms of the model.

The models created by the add-in are solved with the Excel Solver, the Jensen Network Solver or the Jensen LP/IP Solver. All are Excel add-ins. Documentation for these programs can be reached by clicking the links on the lower left.

The Solver add-in comes with Excel, and it can solve linear programming, integer programming and nonlinear programming models. The Math Programming add-in automatically builds Solver models and calls the computational procedures that solve the problems. All four model types can be can be solved in this way.

The Jensen LP/IP Solver solves linear or integer programming problems. It is available for the Linear/Integer Programming and Network Flow Programming model types.

The Jensen Network Solver can solve pure or generalized network flow models. Both linear and integer problems can be solved. It is available for the Network Flow Programming or Transportation model types.


Parametric analysis can be applied to any of the math programming models. Here one parameter is allowed to vary within a specified range and the model is solved for each value. The results are provided by a table and a chart.

Side Models provide an additional form on which math programming models may be constructed. They are much more compact representation than the forms provided earlier.

A model worksheet includes buttons that change the model or call the solution algorithms. When opening a workbook on a different computer than the computer that created the model Excel will present a dialog indicating missing links. It is best to cancel this dialog. Then choose the Add Buttons command to replace all the buttons on math programming models in the workbook. Before saving a workbook that will be transferred to another computer, choose the Remove Buttons command. This removes all the buttons in the workbook so the link message does not appear. The buttons can subsequently be added with the Add Buttons command. The demonstration workbook for this add-in has its buttons removed, so the first thing to do is add the buttons.

To build and solve models, the Math Programming add-in and one of the solver add-ins must be installed. The Math Programming add-in can build models, but not solve them. The solver add-ins can solve models, but not build them.


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Operations Research Models and Methods
by Paul A. Jensen
Copyright 2004 - All rights reserved

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