Main Index Computation Index
Operations Research Models and Methods / Computation

Unit

Linear Programming Solver


This add-in provides an algorithm that solves Linear Programming problems. It can be used instead of the Excel solver for the Linear Programming models created by the Mathematical Programming add-in. The main advantage to using this algorithm rather than the Solver of Excel is that it is unnecessary to interface using the Solver dialogs. A disadvantage of the add-in is that it does not solve integer or nonlinear models. When it is installed, a new item appears on the OR_MS menu, LP Solver. Subroutines provided by the algorithm are called when the user clicks on the Solve button on the LP model sheets.

 

Choosing the LP Solver menu item presents the dialog shown below. These options only affect the Jensen LP Solver, and do not affect the Excel Solver.

Sensitivity Analysis: When the solution is found, a page is created containing a complete LP sensitivity analysis.

Show Iterations: A seperate page is created with the suffix _Details. This shows the slack and artificial arcs created along with the details of the simplex iterations.

Initial Variable Values: When the zero values option is selected the LP begins with all structural variables at zero. Otherwise the values currently on the worksheet are used. The initial values need not be feasible.


Main Index Computation Index

Operations Research Models and Methods
by Paul A. Jensen and Jon Bard, University of Texas, Copyright by the Authors