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What does the GRG in Excel Solver's GRG Non Linear Optimization stand for?

Posted by: admin May 14, 2020 Leave a comment

Questions:

Just curious, I can’t seem to find any information about this effective optimization method.

How to&Answers:

Solver uses Generalized Reduction Gradient Algorithm

Microsoft Excel Solver uses the Generalized Reduced Gradient (GRG2)
Algorithm for optimizing nonlinear problems. This algorithm was
developed by Leon Lasdon, of the University of Texas at Austin, and
Allan Waren, of Cleveland State University.

From:
http://support.microsoft.com/kb/82890