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Convergence

As discussed under "GRG Solver Stopping Conditions" GRG Solver Stopping Conditions, the GRG Solver will stop and display the message "Solver converged to the current solution" when 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 edit box 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 optimality conditions are satisfied.

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.