Portfolio Allocation Optimization Summary

The best OptQuest solution identified might not be the true optimal solution to the problem, but should be close to the true optimal solution. The accuracy of the results depends on the time limit you select for searching, the number of trials per simulation, the number of decision variables, and the complexity of the problem. With more decision variables, you need a larger number of simulations. Further details of the search procedure can be found in Optimization Tips and Notes, and References.

After solving an optimization problem with OptQuest, run a longer Crystal Ball simulation using the optimal values of the decision variables to more accurately compute the risks of the recommended solution.