Test the ModelRisk Optimizer: Ten Problems, Known Answers

Test the ModelRisk Optimizer yourself

Ten problems with known answers, free to download

How fast is the ModelRisk Optimizer?

Last updated October 2026

We wrote ten optimisation problems with uncertain inputs and whole-number decisions. Most have a probability limit the answer must respect, such as at most a 5% chance of an oxygen crash. On an ordinary two-core PC, the ModelRisk Optimizer solved each one in 7 to 56 seconds, and all ten in under 3 minutes.

For seven of the problems we know the best possible plan, because we checked every combination. ModelRisk found it exactly on four, and on two more its plan was within 1.5% and 8.3% of it. On the seventh, and on one problem without a known optimum, its plan went slightly over a probability limit.

All ten problems are free to download in ModelRisk, @RISK and Crystal Ball versions, so you can run them in the optimiser you use today and compare.

Ten problems, one PC: the ModelRisk Optimizer’s results

Each problem has uncertain inputs and whole-number decisions. Switch between how long each took and how good the answer was.

Aquaculture feeding5 pens, oxygen-crash limit
Cold-chain depots8 decisions, cold-storage limit
Desalination dosing6 trains, toxicity limit
Kiln assignment15 batches, no limit
Museum timetable14 exhibits, no limit
Radiotherapy beams5 beams, organ-dose limit
Snowmaking6 slopes, slopes-open limit
Stadium exits6 gates, evacuation-time limit
Vineyard frost5 blocks, frost-damage limit
Wind farm5 clusters, grid-frequency limit

Time from starting the optimisation to getting the answer back. Every plan tried is a full simulation of the model, 1,000 to 4,000 samples. One PC: Windows 11, 2 processor cores, 8 GB of memory, Excel 2019.

Problem
Answer
Detail
Aquaculture feedingno proven optimum
Over its limit
Chance of an oxygen crash above the 5% limit
Cold-chain depotsno proven optimum
Within its limit
Plan result 14,400
Desalination dosingknown optimum
1.5% from optimum
Plan result 1,684, optimum 1,659
Kiln assignmentno proven optimum
Plan found
Plan result 196.4; no limit to keep
Museum timetableknown optimum
8.3% from optimum
Plan result 50,384, optimum 46,527
Radiotherapy beamsknown optimum
Optimum
The best possible plan
Snowmakingknown optimum
Over its limit
10.8% chance that fewer than 5 slopes open; limit 10%
Stadium exitsknown optimum
Optimum
The best possible plan
Vineyard frostknown optimum
Optimum
The best possible plan
Wind farmknown optimum
Optimum
The best possible plan
Optimum found
4 of 7
problems with a known optimum
Over a limit
2 of 10
plans that broke a probability limit

Optimum: the best possible plan, found by checking every combination. % from optimum: how much worse the plan was. Over its limit: the plan breaks a hard limit, such as a 5% risk cap, when checked with a larger simulation.

Problem
Run
Answer
Aquaculture feedinghighest is best
8 s350 plans tried
result 137.3no proven optimumlimit broken
Cold-chain depotslowest is best
14 s1,156 plans tried
result 14,400no proven optimumlimits met
Desalination dosinglowest is best
7 s296 plans tried
result 1,684optimum 1,659limits met
Kiln assignmentlowest is best
31 s1,428 plans tried
result 196.4no proven optimumno limit
Museum timetablelowest is best
56 s2,192 plans tried
result 50,384optimum 46,527no limit
Radiotherapy beamshighest is best
8 s302 plans tried
result 59.4optimum 59.4limits met
Snowmakinglowest is best
10 s303 plans tried
result 5,880optimum 6,090limit broken
Stadium exitslowest is best
7 s350 plans tried
result 1,045optimum 1,045limits met
Vineyard frostlowest is best
11 s350 plans tried
result 7,140optimum 7,140limits met
Wind farmlowest is best
15 s350 plans tried
result 5,640optimum 5,640limits met

Each plan scored exactly where the model allows, otherwise from a 20,000-sample simulation.

Run the same ten problems yourself, in ModelRisk and in the optimiser you use today.

Download the test modelsStart the free trial

Why is it fast?

Every trial in an optimisation is a full simulation of the model, so the simulation engine sets the pace. On the museum timetable, ModelRisk tried 2,192 plans in 56 seconds, each one a 1,000-sample simulation. Across the ten problems it ran 24 to 83 of these simulations a second.

ModelRisk ran all ten problems on its Turbo engine. Turbo analyses the workbook once, compiles only the cells that change between iterations and runs them on every processor core, without Excel recalculating. Across our wider test library, its simulation phase runs a median of about 200x faster than ModelRisk’s classic engine.*

The search method matters too. ModelRisk’s Auto setting picks an engine from the structure of the model. For these ten whole-number problems it picked the Vertex Detector.

* Simulation phase only: 89 models from our internal test library, same workbook, 1,000 iterations, Turbo against ModelRisk’s classic engine. Excludes the one-time model analysis and opening the workbook. The gain depends on the model.

Try the Optimizer on your own model with the free 15-day trial. The Optimizer and Turbo are included in every ModelRisk licence.

How can I compare it with my own optimiser?

Download the ten test models (0.7 MB zip). Each problem comes in three versions with the optimisation already set up: ModelRisk, @RISK with RISKOptimizer, and Crystal Ball with OptQuest. A scorecard lists ModelRisk’s result for every problem, and the best possible answer where we know it.

  1. Install the free ModelRisk trial on the same PC as the tool you use today.
  2. Open each test model in a fresh Excel session with only one add-in loaded. Run its optimiser with the settings saved in the workbook.
  3. Note the time from starting the optimisation to getting the answer back, and the plan it returns.
  4. Score each plan against the known optimum in the scorecard, where there is one. Check any probability limit with a larger simulation, as a plan close to a limit can land on either side of it.

Your times will differ from ours on another PC or with other versions, so run both tools on the same machine. The settings in each workbook use the same simulation size, the same maximum number of trials and the same stopping rule, so the problems are set up alike in all three tools.

Where did ModelRisk miss?

On two problems its plan went slightly over a probability limit. In snowmaking, the plan gave a 10.8% chance that fewer than five of the six slopes open, against a limit of 10%. In aquaculture feeding, it went over the 5% limit on an oxygen crash.

This can happen with any optimiser that works from simulation. It estimates the probability from its own samples, and a plan close to the limit can land on either side of it.

So check a plan that sits close to a probability limit with a larger simulation before you act on it, or set the limit a little tighter than the real one.

The museum timetable is the largest problem, with 4.4 trillion possible timetables. There ModelRisk’s plan was 8.3% off the best possible spread of visitors.

What are the ten problems?

They come from the example library we wrote for the ModelRisk Optimizer. Each one fits on one screen, and the @RISK and Crystal Ball versions use the same formulas, inputs and limits.

ProblemWhat the optimiser decidesGoalLimit that must hold
Aquaculture feedingFeed pulses a day for each of 5 fish pensHighest harvest weight in a poor season (the 25th percentile)Chance of an oxygen crash in any pen at most 5%
Cold-chain depotsCoolers and backup batteries for 4 vaccine depotsLowest average equipment costNo vaccine warms up through a power cut, in at least 90% of scenarios
Desalination dosingChemical dose for each of 6 membrane trainsLowest average daily costBrine toxicity within the permit on 95% of days
Kiln assignmentWhich of 5 kilns fires each of 15 batchesLowest average energy peak in the busiest kilnNone
Museum timetableWhich of 8 time slots each of 14 exhibits getsVisitors spread as evenly as possible over the dayNone
Radiotherapy beamsWeight of each of 5 treatment beamsHighest tumour dose on the worst 10% of daysChance of more than 26 Gy to a nearby organ at most 5%
SnowmakingSnow guns on each of 6 slopesLowest average water and power costAt least 5 of the 6 slopes open, with 90% probability
Stadium exitsOpen lanes at each of 6 gatesLowest staffing costCrowd clears within 8 minutes on 95% of nights
Vineyard frostFrost protection units for each of 5 blocksLowest average costChance of a bud dropping below −2 °C at most 10%
Wind farmHow far to turn down each of 5 turbine clustersLeast revenue given upA cap on how much the output shakes the grid frequency

How we ran it

  • The Optimizer on Auto, which chose its Vertex Detector engine for all ten problems, running on the Turbo engine.
  • Settings: 1,000 to 4,000 Monte Carlo samples per trial, depending on the problem, a maximum number of trials, a rule to stop after a run of trials without improvement, and a 5-minute limit. They are saved in the test models.
  • One PC: Windows 11, 2 processor cores, 8 GB of memory, Excel 2019 (64-bit). Each run started in a fresh Excel session with only ModelRisk and the test model open, on an idle machine.
  • Scoring: we worked out the result of each returned plan exactly where the model allows, and otherwise with a 20,000-sample simulation. Results generated on 14 September 2026.

What does an optimiser cost in Excel?

ModelRisk

€1,550 at most, per user per year

Optimizer and Turbo included in every licence. Price list

@RISK Industrial

€3,500 per year

The only @RISK edition with RISKOptimizer. Professional, €2,900, doesn’t include it.

Crystal Ball

Not published

Optimisation comes in the Decision Optimizer edition. Oracle quotes prices on request.

Sources: our price list; Lumivero’s web shop, read 10 October 2026; oracle.com and Capterra, retrieved August 2026.

So in ModelRisk the optimiser costs nothing extra. In @RISK it means buying the Industrial edition, €600 a year more than Professional.

Can I bring my @RISK or Crystal Ball models across?

Yes. ModelRisk converts @RISK and Crystal Ball models free of charge, and the converter brings RISKOptimizer models across as well. Converted models remain ordinary Excel workbooks that colleagues can open and audit.

Read more about switching from @RISK or how ModelRisk compares with Crystal Ball, and what the ModelRisk Optimizer can do. Then start the free 15-day trial and run one of your own models.

Optimizer test models: common questions

How fast is the ModelRisk Optimizer?

On our ten test problems it took 7 to 56 seconds each, and under 3 minutes for all ten, on a two-core PC. Every plan it tries is a full simulation of 1,000 to 4,000 samples. Larger models take longer.

Can I compare it with RISKOptimizer or Crystal Ball?

Yes. Download the ten test models: each comes in ModelRisk, @RISK and Crystal Ball versions with the optimisation set up and the same settings saved. Run them on one PC, then compare the answers with each other and with the known optima in the scorecard.

Is the Optimizer included in the ModelRisk licence?

Yes. The Optimizer and the Turbo engine come with every ModelRisk licence, at most €1,550 per user per year, and the 15-day trial is fully functional. In @RISK, RISKOptimizer needs the Industrial edition.

Why can a plan break a probability limit?

An optimiser estimates a probability limit from its own simulation, so a plan close to the limit can land on either side of it. It happened on two of our ten problems. Check a plan near a limit with a larger simulation before you act on it, or set the limit a little tighter.

@RISK and RISKOptimizer are trademarks of Lumivero. Crystal Ball is a trademark of Oracle Corporation. OptQuest is a trademark of OptTek Systems, Inc. Vose Software is not affiliated with any of them. Product details from Lumivero’s web shop (10 October 2026), oracle.com and Capterra (August 2026) may change.

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Optimisation under uncertainty in Excel

Run the test models, or your own, through the Optimizer. The 15-day trial is fully functional, and the free converter brings @RISK and Crystal Ball models across.