Configuring the Monte Carlo Execution Options

You can configure the options that the Monte Carlo adapter will use during execution.

See Also
An Overview of the Optimization Techniques
About the Convergence Check
Configuring the Termination Criteria
Mapping Options and Attributes to Parameters
  1. From the Flow section of the action bar, click Monte Carlo and drop it on the process diagram.
  2. Double-click Monte Carlo.
  3. From the Monte Carlo Editor that appears, select the General tab, and configure the Execution Options.
    OptionDescription
    Execute in parallel Run the sample points defined by the Monte Carlo simulation in parallel. The convergence check interval may limit the number of sample points that run in parallel to batches that are the size specified for this convergence check interval.
    After execution, reset to mean value point and run With this option selected (default), after execution of all Monte Carlo simulation points, the random variables are set to their mean values and the Monte Carlo subflow runs one additional time. In this case, the Monte Carlo parameters (inputs and outputs) are left at the values calculated for this “mean value point.” If this option is not selected, the Monte Carlo parameters are left at the values associated with the last (random) Monte Carlo simulation point after execution.
    Convergence check interval The frequency at which the convergence of the Monte Carlo response statistics (low order—mean and standard deviation) are checked. The default setting requires the convergence of response statistics to be checked after every 25 sample points. Decreasing this value may result in premature convergence; because the sample points are random, or in random order/combinations, sufficient sample points are needed to determine if the response statistics are estimated accurately. If this value is set to zero, the convergence check is disabled.
    Convergence tolerance The Monte Carlo termination criterion, which specifies the fractional change in response mean and standard deviation that will allow the simulation to be terminated before reaching the specified number of simulations. For example, to stop the simulation process if the change in the response statistics goes below 5%, enter a value of 0.05. Convergence is checked after each set of simulations defined by the Convergence check interval (by default, after each set of 25 simulations). The default Convergence tolerance is 0.001. If this value is set to zero, the convergence check is disabled.
    Execute subflow only once Turn off the driver logic. This option may help you debug your model if it does not run successfully.
    Activate a Boolean parameter to turn off Control the use of random variables and/or responses using Boolean input parameters to the Monte Carlo adapter. When you select this option, Optimization Process Composer creates a Boolean parameter for each random and/or response variable. The Monte Carlo adapter uses the value of the Boolean parameter to determine if the execution will use the random variable or the response. By default, the value of the Boolean parameter is set to true.
  4. Click Ok to save your changes and to close the Monte Carlo Editor.