Excel Solver: Decision variables as absolute values

Question

I am using the Excel 2010 solver to do some optimizations. Everything is running well except that I would like to run the solver to find a solution such that my decision variables, $A$1:$A$10, are either between 5.1 and 15.3 or between -5.1 and -15.3. I have tried a number of approaches and cannot figure out how to set the constraints. The positive part is OK,

 $A$1:$A$10 >= 5.1
 $A$1:$A$10 <= 15.3

It is the negative range that I am having difficulty with. I have tried

 -$A$1:$A$10 >= 5.1
 -$A$1:$A$10 <= 15.3

and even

 ABS($A$1:$A$10) >= 5.1
 ABS($A$1:$A$10) <= 15.3

but it does not work. I have searched on the net but cannot seem to find anything to help. Is this possible to do, and if so, how would I do it? Any help would be greatly appreciated. Thank you.

dtech · Accepted Answer · 2013-04-27 12:35:37Z

1

Say you wish the decision variable X to be either between 5.1 and 15.3 or between -5.1 and -15.3. Replace the decision variable with two new decision variables XP and XN where XP is the positive value of X, XN is the negative value, and X = XP – XN. Then add two constraints:

XP + XN >= 5.1
XP + XN <= 15.3

edited Apr 27, 2013 at 12:35

dtech

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answered Apr 27, 2013 at 12:16

Mark

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