

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.