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Guide to Excel Sovler

Guide to Excel Sovler

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Guide to Excel Sovler

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  1. Guide to Excel Sovler TUTORIAL 1

  2. What can Excel Solver do? • Linear Programming • Nonlinear Programming • Linear Regression • Nonlinear Regression • Optimal value of the objective function in a given interval • Remark: Excel Solver can do more than things above, but some times it may not be accurate.

  3. Installing Excel Sovler STEP 1: You need an Microsoft Excel ~~ STEP 2: • Excel 2003 Tool Add-Ins Solver Add-in • Excel 2007/2010 File Options Add-Ins

  4. 1. choose Add-Ins 2. choose solver add-in 3. press go

  5. Newly Added Excel Solver

  6. Numerical Experiments • Step 1: randomly generate a group of linear data. • Step 2: Using three kind of method solving the problem via Excel Solver. 1)Least Square (L2-Min) 2)L1-Minimization 3)Linear Programming(Converted by L1-Min)

  7. Review of the settings • We have already observed a set of (), the assumption we made is, andfollows a certain kind of linear relationship, • Our goal is to find the appropriate which is the most accurate for all of the (). • How to define the accuracy?

  8. Formulations

  9. Formulations • Compare withthe advantage of is obvious. • The objective function of is quadratic form such that it is convex, smooth and differentiable. • From these characteristics, we can easily solve the unconstrained minimization problem by letting the first-order derivative of the objective function equal to zero.

  10. Formulations • The problem then convert to the following equations: Solving it, we can get the exact A and B.

  11. Formulations

  12. Data & Result

  13. L1/L2-Minimization& LP