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TomBurton_02
03-29-2019, 03:24 PM
Hi guys. I am currently working on an simple optimization problem that has a two non-linear constraint. Nevertheless, I want to solve this problem using Simplex LP and I struggle how to convert these constraints into linear constraints or how to approach this problem in general.

To make it clearer, a mathematical formulation of this problem would be:

Maximize R=550x+1100y

where quantities x and y have to be chosen in order to maximize R.

There are 4 linear constraints (I know how to handle them) and 2 nonlinear constraints, which both include a ratio of x and y:

(5,379+x)/(3,260+y) ≥ 1.4
(5,379+x)/(3,260+y) ≤ 1.75

I attached the Excel file for this problem. Would really appreciate your help :)

Best
Tom

macropod
03-29-2019, 04:57 PM
Cross-posted at:
https://chandoo.org/forum/threads/help-needed-linear-nonlinear-optimization-problem-solver.41354/
https://www.excelforum.com/excel-general/1270486-helped-needed-linear-nonlinear-optimization-with-solver.html
https://www.excelguru.ca/forums/showthread.php?9915-Helped-Needed-Linear-nonlinear-Optimization-with-Solver
https://www.mrexcel.com/forum/excel-questions/1092665-helped-needed-linear-nonlinear-optimization-solver.html
http://www.msofficeforums.com/excel/42089-helped-needed-linear-nonlinear-optimization-solver.html
(and who knows where else)
Kindly read VBA Express' policy on Cross-Posting in Rule 3: http://www.vbaexpress.com/forum/faq.php?faq=new_faq_item#faq_new_faq_item3. Compliance is NOT optional.

macropod
04-02-2019, 04:04 AM
Solved elsewhere. Thread closed.