When Solver has Converged to the Current Solution

When the GRG Solver's second stopping condition is satisfied (before the KKT conditions are satisfied), the second message ("Solver converged to the current solution") appears. This means that the objective function value is changing very slowly for the last few iterations or trial solutions. More precisely, the GRG Solver stops if the absolute value of the relative change in the objective function is less than the value in the Convergence box in the Solver Options dialog for the last 5 iterations. While the default value of 1E-4 (0.0001) is suitable for most problems, it may be too large for some models, causing the GRG Solver to stop prematurely when this test is satisfied, instead of continuing for more iterations until the KKT conditions are satisfied.

A poorly scaled model is more likely to trigger this stopping condition, even if the Use Automatic Scaling box in the Solver Options dialog is checked. So it pays to design your model to be reasonably well scaled in the first place: The typical values of the objective and constraints should not differ from each other, or from the decision variable values, by more than three or four orders of magnitude.

If you are getting this message when you are seeking a locally optimal solution, you can change the setting in the Convergence box to a smaller value such as 1E-5 or 1E-6; but you should also consider why it is that the objective function is changing so slowly. Perhaps you can add constraints or use different starting values for the variables, so that the Solver does not get "trapped" in a region of slow improvement.