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Optimize¶

From Excel click...

QXL Monte Carlo New > Monte Carlo > Optimize

Searches for the input settings that give the best result you asked for, judged by simulation rather than by a single calculation, and optionally subject to constraints you set.

You say what "best" means and which inputs the Optimizer is allowed to move. It reports the settings it found and offers to run a full simulation at them.

What it can move¶

Only inputs you allowed. An input's Optimization section in the Mark Input dialog decides whether the Optimizer may change it, and an input marked No is never touched.

On the setup screens each input is one of three things: one the Optimizer is currently set to move, one that cannot be optimized at all, or one that could be but is not being optimized right now. The last two are counted on their own lines, with a Show names button beside each so the list can be read without taking up the screen when it is not wanted.

An input that cannot be optimized shows the reason on its row:

This input cannot be optimized.

The setup, in order¶

Optimize walks through screens rather than one dialog.

Screen 1, the goal and the constraints. What you are optimizing for, and any conditions the answer must satisfy.

Screen 2, the ranges. Which input parameters the Optimizer may change and between what bounds.

Both screens carry Save Optimizer Settings, which stores what you have set up so the next run starts from it, and confirms with Optimizer settings saved. Options... on the first screen opens four run settings.

Every control on both screens is on the Options page.

While it runs¶

Optimization in progress shows how far it has got. Stop optimization ends the search and keeps the best answer found so far; Cancel abandons the run.

The result¶

The settings the optimizer found

The screen lists the settings and asks whether to apply them, with a tick box:

Run Monte Carlo simulation at the optimal settings

When the answer does not satisfy everything you asked for, the screen says so plainly rather than presenting it as a clean result:

NOTE: All constraints were not met.

What this page does not describe¶

How the Optimizer searches is not documented, deliberately. This page and its Options page say what the tool does, what every control means and what the output holds. They do not describe the search itself.

Options, for the goal, the constraints, the ranges and the four run settings.
Mark Input, where an input is allowed or forbidden to be optimized.