Applies to:
Evolver 6.x and Up
@RISK Industrial Edition 6.x and Up

 

Model Progress Degrades Over Time

 

Background:

This issue is model related.  

The optimization algorithm iteratively searches for the best possible solution to a problem, typically by minimizing or maximizing a mathematical formula that defines the goal to be maximized or minimized.

In more simple terms, the algorithm is making guesses that certain regions of the solution space are not worth pursuing or not worth pursuing often.

Where the model process degrades over time, this indicates the guesses are often incorrect. Restarting the process from scratch can start the search in a new random location which can have benefits. 

See Random Restart on Science Direct for more technical information.

 

Solution:

You can write a macro using the Evolver or RISKOptimizer XDK (Visual Basic interface) to keep restarting the optimization automatically. 

Below is some sample code for Evolver.  RISKOptimizer code would be similar. 

Please see Setting References in Visual Basic for the appropriate references and how to set them.

Public Sub MultipleOptimizations()
   Dim i As Long
   For i = 1 To 5
      Evolver.Optimize
   Next i
End Sub