Home → Techniques and Tips → Evolver and RISKOptimizer → Linear Programming in Evolver
Applies to: Evolver 6.x/7.x
In linear programming (LP) or linear optimization problems, all the constrained cells and the target cell or "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. Here are some advantages of the LP functionality in Evolver, as compared to Solver:
With Solver the user needs to select "Simplex LP" or "Assume Linear Model"; Evolver auto-detects when to use linear programming.
Solver is limited to 200 variables and 100 constraints. In the Industrial Edition, Evolver's LP has no limit on the number of variables ("adjustable cells") or constraints. (In Evolver Help » Example Spreadsheets, the "Transportation - Large" and "Product Mix - Large" Evolver examples have 250 variables each.)
Evolver offers LP with discrete variables in addition to continuous and integer variables. For example, you might want to say that the permissible values of a variable are 10, 20, 30, 40, ... as in the "Product Mix - Large" example. Discrete variables are not supported in Solver.
Linear Programming is not listed as a separate option in the Engine tab of the Optimization Settings dialog, where available optimization methods are listed. If the engine settings are left as Automatic, Evolver will apply Linear Programming, as long as the optimization problem is linear.
(RISKOptimizer doesn't include linear programming functionality. RISKOptimizer is designed for optimization involving Monte Carlo simulations, and those optimization problems are never linear. If you have RISKOptimizer as part of @RISK Industrial Edition, and you want to solve linear optimizations with no stochastic element, please contact your Palisade sales manager to add Evolver on its own or as part of an upgrade to The DecisionTools Suite.)
Last edited: 2015-07-24