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Complex Optimization problem through VBA

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  1. #1
    Registered User
    Join Date
    08-09-2012
    Location
    Chicago
    MS-Off Ver
    Excel 2003
    Posts
    3

    Complex Optimization problem through VBA

    I need to solve an very important and abstruse optimization problem using VBA in excel.
    I have attached the workbook with this question and basically, i need my macro to check all combinations
    with 0.2% - 5% (with increments of 0.2% - so values would 0.2%,0.4%.....5%) in each cells from Range "Assumptions!(P3:S31)"...
    What combination would maximize the value in cell "Backtest!I284"
    I with a few of my buddies have been trying to solve this problem for so many days, but it the problem we
    are facing is that there are too many possible combinations and the macro takes hours and hours to compute and then crashes.
    I met a couple of professors who said that I would need a dynamic programming approach to solve this but I haven't been
    sucessful in that front either. If there is any genius out there who can help me with this, I'll be extremely grateful.
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