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