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

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

Solution

  • 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