Direct Optimizer is a free nonlinear optimization Add-In for Microsoft Excel versions 97 and later. It is based on the Hooke-Jeeves algorithm, supports simple bounds for the variables, and has been used to minimize for example the Extended Rosenbrock test function (the famous "banana valley" function) for 100000 variables in less than 20 hours on an out-dated Pentium II PC.
Requirements:
Windows 95/Me/NT/2000/XP/2003 Server
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