Computational convergence

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Guest

I am trying to solve a nonlinear matrix system iteratively (using, for
example the Newton-Raphson method). Is there a convenient way of doing this
in excel without the trouble of several macros and computing the gradients
one-by one?
 
bangecon said:
I am trying to solve a nonlinear matrix system iteratively (using, for
example the Newton-Raphson method). Is there a convenient way of doing this
in excel without the trouble of several macros and computing the gradients
one-by one?
Click to expand...

No need to compute the gradients if you use Direct Optimizer. It is a
free nonlinear optimization Add-In for Microsoft Excel versions 97 and
later. It's based on the Hooke-Jeeves algorithm, supports simple
bounds for the variables, and has been used to minimize for example
the Extended Rosenbrock test function (the famous "banana valley"
function) for 100000 variables in less than 20 hours on an out-dated
Pentium II PC. Check it out at http://www.directoptimizer.com

- Jorma
 
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