This model illustrates the use of an outer optimization solution with an inner Monte Carlo Submodel. The objective is to minimize the total cost, which is a function of the variable 'Slope' and of the 95% quantile value for the subsystem. This can be done using a Submodel running with Monte Carlo enabled and the submodel output set as a probability distribution.
You can perform a sensitivity analysis to see how sensitive a model output is to certain inputs. View the sensitivity analysis configuration from Run --> Sensitivity Analysis...
The chart below shows the result of a sensitivity analysis for the model, which can be compared to the result when an optimization solution is run.
To run an optimization, go to Run|Optimization in the main menu. After running the optimization, you should see that the resulting cost matches what is seen on the sensitivity plot above.
To Open the Model File:
- Start GoldSim
- Click on the File and select Open Example...
- Browse to General Examples --> Submodels
- Select the file called ProbabilisticOptimization.gsm
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