Applies to: Evolver 6.x and Up

Linear Programming in Evolver

In linear programming (LP), or linear optimization problems, all constrained cells and the target cell (objective function) are linear functions of the adjustable cells.

Evolver’s LP functionality corresponds to the Simplex LP algorithm in Excel 2010 Solver and to the Assume Linear Model option in Solver in earlier versions of Excel.

Advantages of Evolver LP compared to Excel Solver

• Automatic detection
  With Solver, you must explicitly choose Simplex LP or Assume Linear Model. Evolver automatically detects when a problem is linear and applies LP when the engine is set to Automatic.

• No practical limits (Industrial Edition)
  Solver is limited to 200 variables and 100 constraints. Evolver Industrial Edition imposes no limit on the number of adjustable cells or constraints.
  (See Evolver Help » Example Spreadsheets: Transportation – Large and Product Mix – Large, each with 250 variables.)

• Support for discrete variables
  Evolver supports discrete variables in LP, in addition to continuous and integer variables. For example, a variable may be restricted to values such as 10, 20, 30, 40, etc. Solver does not support discrete variables in LP.

• No separate LP engine selection required
  Linear Programming is not listed as a separate option on the Engine tab. If Engine is set to Automatic and the model is linear, Evolver will apply LP automatically.

Note on RISKOptimizer

RISKOptimizer does not include linear programming functionality. It is designed for optimization involving Monte Carlo simulation, and such problems are never linear. If you have @RISK Industrial Edition and need LP for non-stochastic problems, contact your Lumivero sales manager to add Evolver or upgrade to the full DecisionTools Suite.