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Excel Solver Not finding Max Value

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    Excel Solver Not finding Max Value

    FANDUEL OPTIMIZER.xls

    Solver is giving me a solution but not MAX like it is suppose to...

    if you hit solve right now you will get about 128...

    it you add a constraint that H202 >= 135, solver spits out, guess what, a bigger number than 128...

    so am i missing something here or what..doesnt seem to be doing what its suppose to do...
    Last edited by lbofbb; 09-27-2014 at 06:47 PM. Reason: added attachment

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    Re: Excel Solver Not finding Max Value

    Hard to provide any specific suggestions without some knowledge of the models and equations you are optimizing. Things that I see when Solver fails to find a maximum:

    1) Model/Equations have multiple local maxima. Solver's default algorithms (a NR type algorithm) will converge on the closest maximum to the given starting point, which may or may not be the global maximum.
    2) Model/equations consist of different step functions or discontinuities. NR type algorithms have troubles with step functions and discontinuities.
    3) Chosen objective function changes too slowly, so the algorithm has trouble locating a distinct maximum.

    When I am programming a spreadsheet that uses Solver to optimize something, I will usually spend enough time with the objective function so that I understand it well enough so I will understand how Solver's algorithms will approach the optimization.
    Quote Originally Posted by shg
    Mathematics is the native language of the natural world. Just trying to become literate.

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    Re: Excel Solver Not finding Max Value

    i added an attachment if that helps

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    Re: Excel Solver Not finding Max Value

    i noticed that if i sort my data different ways, solver will give me different answers..it looks right now if i sort descending according to salary that i get the max value....

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    Re: Excel Solver Not finding Max Value

    I cannot imagine Solver could solve that problem. There are 8 trillion possibilities:

    P
    Q
    R
    S
    1
    Pos
    Avail
    Need
    2
    QB
    26
    1
    3
    RB
    49
    2
    4
    WR
    51
    3
    5
    TE
    31
    1
    6
    DEF
    16
    1
    7
    K
    27
    1
    8
    8,527,291,718,400
    R8: {=PRODUCT(COMBIN(Q2:Q7, R2:R7))}
    Entia non sunt multiplicanda sine necessitate

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    Re: Excel Solver Not finding Max Value

    it seems to be working when i sort by salary before solving problem

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    Re: Excel Solver Not finding Max Value

    also, it isnt looking for that many possibilities...it must stay below the 60,000 salary limit so it would be combining different salaries and comparing total points

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    Re: Excel Solver Not finding Max Value

    How would it know without evaluating them?

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    Re: Excel Solver Not finding Max Value

    true true..seems to be working now though..just dont know why sorting the table before hand would make a difference?

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    Re: Excel Solver Not finding Max Value

    It would affect the order of attempted solutions. I don't know how you conclude it's working though; how do you know you have the optimum result?

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    Re: Excel Solver Not finding Max Value

    because if you manually go back and compare the players value compared to the salary...there are no players within a close salary range that has more point value...concluding that it would be the best scenario

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    Re: Excel Solver Not finding Max Value

    Well, there you go.

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    Re: Excel Solver Not finding Max Value

    well it is really bugging me that i have to sort the data and its not making me real comfortable that the solver program is working as it should...is there a better way to do what i am trying to do since solver cant handle this many situations?

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    Re: Excel Solver Not finding Max Value

    Well, you might read about (at solver.com) the Evolutionary Solver, and try that.

    You might also make a column that is =round(10000*points/salary, 0), and sort by that instead of salary. Then start eliminating players that are close to one another, especially at the single-player positions.

    It's not a trivial problem.
    Last edited by shg; 09-28-2014 at 07:49 PM.

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    Re: Excel Solver Not finding Max Value

    You need to set integer tolerance to 0%, rather than the 5% that you have.

    Data / Solver / Options / Integer Tolerance and type a 0

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    Re: Excel Solver Not finding Max Value

    after changing the integer to 0 it still gives me different solutions depending on how i sort the data table...

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    Re: Excel Solver Not finding Max Value

    sorting by the column (round) is giving me the same lineup that one of my sorting options was giving me, which so far is the best option...still not sure if it is 100% the best option though...hmm

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    Re: Excel Solver Not finding Max Value

    What's the best result you've gotten with Solver so far?

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    Re: Excel Solver Not finding Max Value

    About 135.......

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    Re: Excel Solver Not finding Max Value

    Here's my best result ...

    B
    C
    D
    E
    F
    G
    2
    Solver
    Pos
    Need
    Picked
    Pts
    Salary
    3
    135.47
    DEF
    1
    1
    13.50
    5,300
    4
    44
    K
    1
    1
    13.33
    4,900
    5
    TRUE
    QB
    1
    1
    23.37
    8,400
    6
    TRUE
    RB
    2
    2
    27.00
    11,800
    7
    TRUE
    TE
    1
    1
    11.93
    5,800
    8
    900
    WR
    3
    3
    46.33
    23,800
    9
    900
    Combos
    6,420,960
    9
    135.47
    60,000
    10
    Cap
    60,000
    11
    12
    Select
    Pos
    Player
    Team
    Pts
    Salary
    13
    1
    DEF
    Chargers
    SD
    13.50
    5,300
    18
    1
    K
    Shaun Suisham
    PIT
    13.33
    4,900
    22
    1
    QB
    Philip Rivers
    SD
    23.37
    8,400
    30
    1
    RB
    Lamar Miller
    MIA
    15.60
    6,900
    33
    1
    RB
    Khiry Robinson
    NO
    11.40
    4,900
    37
    1
    TE
    Antonio Gates
    SD
    11.93
    5,800
    43
    1
    WR
    Calvin Johnson
    DET
    17.97
    9,300
    45
    1
    WR
    Antonio Brown
    PIT
    15.83
    8,400
    50
    1
    WR
    Steve Smith
    BAL
    12.53
    6,100


    I'll post the workbook if you're interested.

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    Re: Excel Solver Not finding Max Value

    Ya that's the same results I'm getting. Are you confident that is the best possible solution? And ya it would like to see your workbook thanks!

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    Re: Excel Solver Not finding Max Value

    It would be serendipitous if it were. The only way to know for sure is the evaluate all of the combinations.

    The workbook is at https://app.box.com/s/sdwzfoop41o6knld22vt

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