Linear programming optimization

The Linear Programming (LP) Optimizer is used to optimize your portfolio with the help of linear programming. Note that it requires an additional license which you can acquire (if available) in the License Manager window (see Licensing). The optimization process includes the following steps:

Note: To improve the quality of optimization, we recommend first screening projects for obvious abnormalities and poor results by using indicators and visualizations.

  1. To open the LP Optimizer, click the LP button LP Optimizer button on the ribbon or press CTRL + SHIFT + L, and the LP Optimization window will be displayed.
  2. To perform optimization, specify the settings in the LP Optimization window (see LP Model Definition tab and LP General Settings tab). Optimization settings are saved when you save the file, so when you open it next time, all settings will be preserved. Also, the settings are retained between optimization runs: when you launch the optimization tool in another document, it will contain the settings you specified before.
  3. If you have selected any feedback options on the General Settings tab, the feedback will be displayed during the optimization process. If you chose not to display any feedback, an animated bar will be displayed indicating that the process is running.
  4. When the optimization process is finished, the results will be displayed. For more information, see LP Optimization results.