We recommend that you run the GRG Solver starting from several different sets of initial values for the decision variables - ideally chosen based on your own knowledge of the problem. The best that current nonlinear optimization methods can guarantee is to find a locally optimal solution. Mathematically, this message means that the Karush - Kuhn - Tucker (KKT) conditions for local optimality have been satisfied (to within a certain tolerance, related to the Precision setting in the Solver Options dialog). When the message "Solver found a solution" appears, it means that the GRG Solver has found a locally optimal solution - there is no other set of values for the decision variables close to the current values which yields a better value for the objective.įiguratively, this means that the Solver has found a "peak" (if maximizing) or "valley" (if minimizing) - but there may be other taller peaks or deeper valleys far away from the current solution. A poorly scaled model can "fool" all of the Solver's algorithmic methods, as discussed in Problems with Poorly Scaled Models. All constraints are satisfied.īear in mind that all of these messages assume that the model is reasonably well-scaled, and/or that the Use Automatic Scaling box has been checked in the Solver Options dialog (it is unchecked by default). Solver cannot improve the current solution.Solver has converged to the current solution.All constraints and optimality conditions are satisfied.
It is important to understand exactly what each of these messages means. For each of these tests, a different Solver Completion Message appears in the Solver Results dialog. Aside from common stopping conditions such as reaching the Max Time or Max Iterations limits, the GRG Solver normally stops when the first of three tests is satisfied.
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