Re: [R] Excel can do what R can't?????

[Jean Fan]

Dear Professor Ripley,

I'm little confused of your reply: do you mean that GRG would 
not be a standard optimization algorithm, so it couldn't be 
better than what exist in R ?

I'm not a specialist of numerical optimization algorithms,
but it seems that GRG is actually implemented in several
specialized optimisation toolbox (sure generally commercial), 
not only the limited one in Excel. 
And with google, search "GRG generalized reduced gradient" is 
giving 424 links. 

--
Fan

> I've found that the discussions are interesting, generally 
> speaking, peoples seem equally confident on R's optim/nlm and 
> Excel's solver.
> 
> The authors of the algorithm GRG2 (Generalized Reduced Gradient)
> are not cited in the documentation of optim(), so I'm wondering if
> the optimization algorithm implemented in Excel is "fondamentally"
> the same than that in R ?

I don't suppose Excel cites the method*s* used in optim() either,
but GRG2 is not in the index of my copies of any of the standard texts on numerical optimization.



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