[R] Nonlinear integer programming (again)

[John Kane]

You may have good reason to distrust the Excel solver :)

See below

John Kane
Kingston ON Canada


> -----Original Message-----
> From: rzwick at ets.org
> Sent: Sat, 14 Feb 2015 23:53:55 +0000
> To: r-help at r-project.org
> Subject: [R] Nonlinear integer programming (again)
>
> Oddly, Excel's Solver will produce a solution to such problems but (1) I
> don't trust it and (2) it cannot handle a large number of constraints.

From IIRC a discussion on the R-help list but which I forgot to save the link.

"The idea that the Excel solver "has a good reputation for being fast and accurate" does not withstand an examination of the Excel solver's ability to solve the StRD nls test problems. Solver's ability is abysmal. 13 of 27 "answers" have zero accurate digits, and three more have fewer than two accurate digits --and this is after tuning the solver to get a good answer.
...
Excel solver does have the virtue that it will always produce an answer, albeit one with zero accurate digits."
Bruce McCullough

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