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

StackOverflow https://stackoverflow.com/questions/19778157

  •  03-07-2022
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Question

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

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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

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