Optimization Results Window

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After completion of the Optimizer run, the Optimization Results window will appear. An example is shown below (the model for which this analysis was done can be found here .

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The window can also be opened later by clicking on OptQuest|Optimizaion Results:

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The solution analysis tab allows you to list all of the solutions that have been tried. Controls below the table allow you to look at different subsets of solutions.

Selecting to show infeasible solutions will produce a table with ‘N\A’ entries for the target variable. Clicking on any of the column headers will reorder the list: in the example below the solutions are ordered by increasing coefficient of variation of the Portfolio return:

Best Solution tab

The graph shows the solutions that have been tried and which met the Decision Constraints and the Simulation Requirements. The horizontal axis is the index for the solution: in this case 100 different solutions were tried. The vertical axis shows the value of the Decision Target, in this case the mean of the Portfolio return’ which the model was attempting to maximize. The red marker indicates the best solution found.

The table below the graph shows the statistics for this best solution:

Objective function describes what Target was being optimized and the value achieved

Decision variables shows the values of the decision variables that achieved the best solution

Requirements describes any simulation requirements and returns the value of the variable (in this case the coefficient of variation of the portfolio return) for comparison

Constraints shows any decision constraints and compares the results with the required constraint

Below this list is the ‘Apply best solution to spreadsheet’ button that allows you to place this solution directly into your model with a single click. This will already have occurred if, in the Optimization Settings dialog, you have selected the button ‘Auto-set to best solution’.

Solution analysis tab

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Right-clicking on any row allows you to place that particular solution directly into the spreadsheet:

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