Perhaps the easiest and most famous tool for linear programming is Microsoft Excel Solver. It is the tool people know from college, or some friend talked about, along with the infamous and magical “goal seek”.

Excel solver is quite intuitive, easy and ubiquitous (since Excel is ubiquitous). Solver is developed by a company named Frontline (http://www.solver.com/), not by Microsoft.

I am a great fan of Excel, but I hate Solver. Mainly because Frontline solver has a limitation of 200 variables.

Try to solve more than 200 variables, and the following message will appear:

It is very very frustrating to discover this limitation after you spent some hours modelling the problem.

Frontline provides more powerful versions of solver, but it is not free. If you are a company, that’s ok, just buy it. But if you are a student, it is not a trivial value. Luckly, there are alternatives.

OpenSolver

The OpenSolver tool can help a lot in these cases. It is a Great (upper case Great) initiative by Andrew Mason, University of Auckland, New Zealand. It has a clean, easy interface, and calls a free source solver like CBC (another Great initiative by Coin-OR – http://www.coin-or.org/).

Because the solver is CBC, we don’t have limitation on number of variables, constraints or whatever.

And because OpenSolver is open source, it is easy to learn a lot from the VBA code and also help the development of it. The limit is our imagination.

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