SolverWrapper

VBA/twinBASIC Object Models for automating MS Excel's Solver

Introduction

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 cryptic "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 a more flexible and easier to understand Object Model, an enhanced Solver callback protocol, and an event-model for monitoring optimization progress.

Features

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.

Example

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.

The SolverWrapper's ActiveX DLL Object Model in VBA's Object Browser:

Requirements

64-bit MS Windows
MS Office 2010 or later, 32/64-bit

Acknowledgements

RubberDuck by Mathieu Guindon

twinBASIC by Wayne Phillips