Re: Solver - macro combination
- From: "Dana DeLouis" <ddelouis@xxxxxxxxxxxxx>
- Date: Thu, 1 Mar 2007 09:21:14 -0500
using least squares
Hello. My opinion is that Solver cannot do "least squares" problems very
well. When values are squared near zero, Solver cannot track "why" values
reversed direction. It just is not sophisticated enough here. Solver uses
a form of "Derivatives" to help determine its next guess. Solver will
usually abort the first time it gets confused.
With your large data set, my guess is that Solver would most likely lock
onto a wrong local minimum. Solver cannot find Global minimums.
Custom functions may also present problems. Does you function use
"Discontinuous" functions like Max, If, etc? Solver has no way of tracking
why a small input change produces large output changes via "IF" statements.
("IF" & "Max"/"Min" probably being the two most common errors)
I am surprised your Solver program ran for "Hours" when the target cell had
"Value" error. Usually, Solver aborts immediately.
--
HTH :>)
Dana DeLouis
Windows XP & Office 2007
"Gregg" <nospam123gcrume@xxxxxxxxxxxxxxx> wrote in message
news:l1pFh.3781$B25.3632@xxxxxxxxxxxxxxxx
I think I maybe barking up the the wrong tree...
I have problem that takes hours to optimize using solver.
(5 large data sets fit to 4 equations - using least squares.
I wrote a macro to determine the SS of the fit error ( in hopes of
speeding things up a bit.)
My target cell is a function that calls the error fitting subroutine.and
returns the SS error
I pass all the parameters (cells) I want to change through the macro so it
recalculates automatically
The macro works fine, the subroutine works.
When I use solver I get value# in the target cell.
I'm using Excel 2000 - is there a work around or am I trying to do
something that is outside of solvers capability?
Thanks in advance,
Gregg
.
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