VBA/twinBASIC Object Models for automating MS Excel's Solver
The SOLVER Add-in (from FrontLine Systems) that comes installed with Microsoft Excel is a powerful tool for linear and non-linear spreadsheet model optimization. However, automating the Solver via VBA can be awkward due to Solver's non-OOP "functional" design, and the requirement that the Add-in must be installed (activated) before a VBA reference can be made to it (see Peltier Tech for details).
This repo offers two compatible solutions for automating Solver via VBA. One consists of SolverWrapper object model in VBA code, and the other is an ActiveX DLL referenced from within your VBA projects. The DLL, compiled in twinBASIC, can either be installed/registered, or be called without registration if the use of IntelliSense and the Object Browser are not important.
These unique solutions control Solver by communicating directly with the SOLVER32.DLL, thus circumventing the SOLVER Add-in, and eliminating having to ensure that the Add-in has been loaded into Excel. Another advantage is that we can rewrite the user-DLL interface to add improvements such as an enhanced Solver callback protocol, and an event-model for monitoring optimization progress.
- OOP design, making it easier to understand and code with
- Unique implementation that communicates directly with SOLVER32.DLL (bypassing SOLVER Add-in)
- Can either be implemented as a VBA code library or twinBASIC ActiveX DLL object model
- Capability to save intermediate trial solutions, as opposed to just one BEST solution (often more than one exists!)
- Enhanced Solver callback protocol
- Alternative event-based model for monitoring solution progress versus using the callback
- Other miscellaneous enhancements
- Help documentation is available in the SolverWrapper Wiki
Be aware that one disadvantage of marshalling communication directly with the Solver DLL (as opposed to the Solver Add-in) is that Solver Report creation is lost. This is because those reports were created by the Add-in, not the DLL.
The following example automates solving the problem in SOLVSAMP.XLS on the "Portfolio of Securities" worksheet which is distributed with MS Office Excel and can usually be found in "C:\Program Files\Microsoft Office\root\Office16\SAMPLES".
Sub Solve_Portfolio_of_Securities()
Dim oProblem As SolvProblem
Dim ws As Worksheet
Set oProblem = New SolvProblem
Set ws = ThisWorkbook.Worksheets("Portfolio of Securities")
'initialize the problem by passing a reference to the worksheet of interest
oProblem.Initialize ws
'define the objective cell to be optimized
oProblem.Objective.Define "E18", slvMaximize
'add and initialize the decision cell(s)
oProblem.DecisionVars.Add "E10:E14"
oProblem.DecisionVars.Initialize 0.2, 0.2, 0.2, 0.2, 0.2
'add some constraints
With oProblem.Constraints
.AddBounded "E10:E14", 0#, 1#
.Add "E16", slvEqual, 1#
.Add "G18", slvLessThanEqual, 0.071
End With
'set the solver engine to use
oProblem.Solver.Method = slvGRG_Nonlinear
'set solver option
oProblem.Solver.Options.RandomSeed = 7
oProblem.Solver.SaveAllTrialSolutions = True
'solve the optimization problem
oProblem.SolveIt
'save all trial solutions that passed the constraints to the worksheet
If oProblem.Solver.SaveAllTrialSolutions Then
ws.Range("o2:az10000").ClearContents
oProblem.SaveSolutionsToRange ws.Range("o2"), keepOnlyValid:=True
End If
End Sub
The image below shows the result of running the above optimization procedure.
- 64-bit MS Windows
- MS Office 2010 or later, 32/64-bit
RubberDuck by Mathieu Guindon
twinBASIC by Wayne Phillips
Inno Setup by Jordan Russell and UninsIS by Bill Stewart