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I am trying to solve a non-linear, non-smooth optimization in excel. Both GRG and Evolutionary algorithms are not able to give reasonable results(they are not converging in certain cases). The number of constraints are within the excel recommended limits and the model construct is correct. What is the next best option I have to run this optimization problem in excel? Is it better to go for Frontline Premium Solver platform(which have more solver engines than excel solver) or are there any better third party solver add-ins ?. Please give recommendations.

PS: Moving this out of excel is not an option for me.

Alvi John
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    The most important thing to know about your problem is whether it is convex or not. Nonsmooth and convex isn't a problem for appropriate solvers. Nonsmooth and nonconvex can be troublesome for any solver. – Brian Borchers Apr 24 '15 at 14:00
  • Also, I've noticed that excel's evolutionary solver can have problems with finding the scale of your inputs. Try scaling all of the input variables such that their mean is zero and their standard deviation is 1; this can help solver use an appropriate step size. – Zach Apr 24 '15 at 14:09
  • @Brian My problem is non-convex . What solver will work best in this case? Please give me suggestions .Thanks in advance. – Alvi John May 21 '15 at 07:25

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One idea would be to try RExcel and use one of the R Optimization Packages.

Zach
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