Excel Solver Equivalent in Matlab?

Hello,

I have data in excel which I am using to make an optimization analysis. In excel, using the solver, it's easy: I can choose a cell with a formula then pick the cells i need to change and add constraints and then minimize. But, I'm lost when it comes to Matlab's optimization process. Reading through the documentation, it looks like the solvers/optimizers are meant to analyze single functions; since my problem is very data-driven, I'm not sure what to do.

Can someone please provide some guidance?

I have access to the optimization and global optimization toolboxes.

Thank you.

[Julian Gammon III]

I am having exactly the same problem. Althogh Solver is not geared to large scale problems, it is easy to set up LP problems and interactively add/delete constraints. I am going through two MatLab solvers by trail and error Linprog and Nmincon to try and see how to convert my Excel problem structure to MatLab.

Answer 1

[Shashank Prasanna]

Are you interested in a linear programming optimization problem?

Take a look at linprog:

http://www.mathworks.com/help/optim/ug/linprog.html

You will need to provide your vector or data you want to optimize as the first argument. You can then provide your constraint matrix you select in excel as A and b. You can very easily pull your excel data into matlab by using the import tool. Right click on the excel file in the current folder browser and choose import and select the data you are interested in.