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I am using Excel Solver. I have decision variables $A$, $B$, $C$, $D$, $E$ with the constraints that $A \leq B \leq C \leq D \leq E$. How do I specify this type of constraint in the Solver dialogue box.

Update 10/3: Yes, that makes sense and I did try that to no avail. I am now thinking that solver may not be a valid method for the problem at hand. The question requires using a LP approach for fitting a curve to the $(a,b)$ data. enter image description here

Kuzja
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user1884367
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1 Answers1

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You can linearize the problem by introducing a new variable $z_i$ for each absolute value, minimizing $\sum_i z_i$, and including constraints \begin{align} z_i &\ge y_i - b_i \\ z_i &\ge -(y_i - b_i) \end{align}

RobPratt
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  • OK. I have read that absolute functions can be linearized as you indicate. The part that I am having difficulty with is how this is all entered into Excel Solver. For example, what would the objective function and a typical constraint look like? That might help me get started. New to this subject. Thanks. – user1884367 Oct 04 '21 at 23:46