I recently started a new job and that’s keeping me plenty busy, so the post count is down here, sorry about that, but here some stuff that might be useful.

If you have ever worked with planning or forecasting problems then you have probably used Excels Solver Tool (Solver.xla). Its a nice way to get started with linear programming and is actually quite a cable little tool for use with spreadsheets.

If you not sure what I’m talking about, but think it might be useful for you, then check this out
http://www.solver.com/tutorial.htm

Powerful as Solver is, sometimes its just not quite up to the job. Now you can buy a bigger, more powerful solver addin form FrontLine Systems (who make the Solver.xla that ships with Excel) but it’s not cheap. Worry not! A Mister Samuel E. Buttrey has kindly complied a freeware solver for use with Excel. It’s based on the popular open source LPSolve, which has a very active development and support community. You can download all the software here along with instructions:

http://web.nps.navy.mil/~buttrey/Software/Lpsolve/

And here’s a paper in the Journal of Statistical Software about it:
http://www.jstatsoft.org/v14/i04/v14i04.pdf

Oh and if your problem does not fit with LP, maybe you could take a look at Neural Networks:

http://www.geocities.com/adotsaha/NNinExcel.html

What fun!