Home / Monte Carlo / Analyzing the Model / Optimize / Options
Optimize Options¶
Every control on the two Optimizer Setup screens and in the Optimizer Options window.
How the search works is not described here, deliberately. This page names every control and says what it sets.
Screen 1: Goal¶
One of two:
| Choice | What it means |
|---|---|
| Minimize dpm for all outputs | one goal across every output at once |
| Optimize one statistic | pick an output and one statistic of it |
The statistics¶
When you optimize one statistic, these are the choices. Three of them take a number or two of their own, named in the last column.
| Statistic | Extra numbers |
|---|---|
| Mean | |
| Median | |
| Xth Percentile | Percent |
| Minimum | |
| Maximum | |
| Standard Deviation | |
| Variance | |
| Range Width | |
| Probability Less Than | Threshold |
| Probability Greater Than | Threshold |
| Probability Between | Lower threshold, Upper threshold |
| Coefficient of Variation | |
| Cpk | |
| Cp | |
| Cpk Lower | |
| Cpk Upper | |
| dpm | |
| dpm Lower | |
| dpm Upper | |
| Count Out of Spec |
Screen 1: Constraints¶
Add Constraint adds a condition the answer has to satisfy. A constraint is built from the same list of statistics above, so anything you can optimize you can also constrain.
Each constraint row carries Active, so one can be switched off without deleting it, and Remove.
Screen 2: the ranges¶
A grid of the input parameters the Optimizer may change, with these columns:
| Column | What it holds |
|---|---|
| Input | which marked input |
| Type | its distribution |
| Parameter | which parameter of that distribution is being moved |
| Low | the bottom of the range the Optimizer may use |
| High | the top of it |
Add Input Optimization Parameter adds a row and Remove deletes the selected one.
The parameters offered follow the input's own distribution, so a Normal offers its mean and its standard deviation, and a distribution whose data lives in the workbook offers nothing.
Under the grid, two count lines report the inputs that are not in it: those that cannot be optimized, and those that could be but are not being. Each has a Show names button that turns into Hide names.
Both screens¶
| Button | What it does |
|---|---|
| Save Optimizer Settings | stores the setup so the next run starts from it, confirming with Optimizer settings saved. |
| Back | screen 2 only, returns to the goal |
| Next | goes on |
| Cancel | leaves without running |
Optimizer Options¶
Opened with Options... on screen 1. Four settings, and nothing else:
| Setting | What it sets |
|---|---|
| Simulations per candidate in the final comparison | how many simulations each surviving candidate is judged on at the end |
| Simulations for the final reported answer | how many simulations the reported answer is measured with |
| Number of threads | how many processor threads the run may use |
| Random seed | fix it for a run you can reproduce |
Restore defaults puts all four back. OK keeps them, Cancel discards them.
During and after the run¶
| Control | Where | What it does |
|---|---|---|
| Stop optimization | Optimization in progress | ends the search and keeps the best answer found so far |
| Cancel | Optimization in progress | abandons the run |
| Run Monte Carlo simulation at the optimal settings | the results screen | runs a full simulation at the settings found |
| Yes / No | the results screen | apply the settings, or leave the model as it was |