Convert nonlinear Excel Solver optimization problem to linear Excel Solver optimization problem

Awarded Posted Jan 17, 2016 Paid on delivery
Awarded Paid on delivery

A recently published book on equity options trading includes a very detailed spreadsheet with an optimization problem inside. Due to the limits of the free version of Solver that ships with Excel, the author was forced to lay out the optimization problem as a non-linear program.

With the paid version of Solver (free trial available) it should be possible to modify the spreadsheet into a linear problem and come to a global maximum in seconds, rather than a local (possibly global) maximum in an hour.

I would like help modifying the problem, and I will budget for you obtaining a copy of the book and spreadsheet yourself. It's copyrighted, so I can't share it.

Excel Statistics

Project ID: #9358051

About the project

6 proposals Remote project Active Jan 18, 2016

6 freelancers are bidding on average $524 for this job

elqueabandona

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dpune

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ognjen011

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FREDMANN

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TeamWorks1inc

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kjgroup197318

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