Number of Decision Variables

The number of decision variables greatly affects OptQuest’s performance. OptQuest has no physical limit on the number of decision variables you can use in any given problem. As the number of decision variables increases, you need more simulations to find high-quality solutions. General guidelines for the minimum number of simulations required for a given number of decision variables in a problem are:

Decision variables

Minimum number of simulations

Fewer than 10

100

Between 10 and 20

500

Between 20 and 50

2000

Between 50 and 100

5000

For very large numbers of decision variables, you might try running more simulations by lowering the number of trials per simulation, at least initially. After you find an approximate solution, you can rerun the optimization by using the approximate solution as suggested values, further restricting the bounds on the decision variables, and increasing the number of trials to find more accurate results.