ARCHIVES - What'sBest! Improves Support for IF, MAX, MIN, and ABS
Many Excel users find functions such as IF, MAX, MIN, ABS and logical operators very useful in expressing their problem. Unfortunately, these types of functions are extremely difficult to reliably solve using traditional nonlinear or genetic search techniques. What'sBest! 5.0 overcomes this difficulty with a revolutionary Linearization option that can often return globally optimal solutions to these complex and difficult problems.
Nonlinear solvers commonly rely on gradient or slope information in their search for the best solution. These techniques are poorly suited for nonsmooth and discontinuous functions such as IF, MAX, MIN, and ABS that have points in which the gradient is undefined. The likely result of the solver's search is a suboptimal solution or no solution at all.
The linearization feature allows What'sBest! 5.0 to internally emulate these functions using linear constraints and integer variables. This converts an otherwise nonlinear function into a piecewise linear formulation. If there are no other nonlinear functions in the problem and the number of linearizations is not large, then the problem can be solved using What'sBest!'s linear solver to return a guaranteed global optimum.
For more information on What'sBest!, please see the product pages. You can also download a demo version from our download page or order a full blown version directly from our order page.