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Re: Running @Risk within Evolver

Thread Starter: Basil Started: 10-19-2009 4:05 PM Replies: 2

Palisade Corporation Forums » Products » Evolver » Re: Running @Risk within Evolver

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19 Oct 2009, 4:05 PM

Basil

Joined on 03-04-2008
Posts 4

Running @Risk within Evolver

Attachment: Portfolio Builder for Posting (Oct 2009).xls

Hi all,

I am a novice at VBA which means I can sometimes tweak VBA code into something that is useful, but I am stumped here...

I am trying to do what Optimizer does automatically. I have 30 projects that Evolver is assembling into a portfolio (through the recipe method choosing integers 1 or 0). That seems to work with my macros.

Each project has uncertain characteristics (described as @Risk distributions). For each Evolver trial satisfying the constraints, I want @Risk to run a simulation and calculate portfolio level statistics. This is the part that keeps crashing.

Then I want Evolver to rate the fitness of the portfolio on a weighted score of portfolio level measures and then go to its next generation of guesses.

I have tried it as shown in the attached file, and i have also tried through the Evolver options, set to call the @Risk routine after each calculation. In all cases, the routine doesn't seem to recognize the @Risk functions being used.

Any help would be appreciated,

Thanks,

Basil

23 Oct 2009, 4:54 AM

Mirek

Joined on 08-30-2005
Posts 75

Re: Running @Risk within Evolver

Hello,

Let me address why the code in the attached workbook doesn't compile:

(1) There are two methods named Sim_Risk, one needs to be re-named.

(2) You're programming @RISK with the old version 4-style macro language, including commands like RiskGetSettings or RiskSimulate. These are supported in version 5, but for them to work you need to add reference to the Risk.xla add-in (listed as "AtRiskXL" when you go to Tools>References in the VBA editor).

I'd recommend using the new object-oriented macro language introduced in @RISK version 5. That seems like a better idea from the point of view of maintaining the code and obtaining technical support in the future.

Mirek

09 Nov 2009, 6:34 PM

Basil

Joined on 03-04-2008
Posts 4

Re: Running @Risk within Evolver

Mirek,

Thanks for helping out here. I had grabbed that code from another application and wouldn't have spotted that change in language requirement.

All is going well now,

Basil

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