CB et OptQuest
Choix de Portefeuille
Taux d'intérêt
annuel
Investissements
Money Market fund
Income fund
Growth and Income fund
Aggressive Growth fund
Variables de Decision
Money Market fund
Income fund
Growth and Income fund
Aggressive Growth fund
Montant total disponible
Résultat espéré
3.0%
5.0%
7.0%
11.0%
Montant
investi
25 000.00 €
25 000.00 €
25 000.00 €
25 000.00 €
100 000.00 €
Valeur Min
Valeur Max
0.00 €
10 000.00 €
0.00 €
10 000.00 €
50 000.00 €
25 000.00 €
80 000.00 €
100 000.00 €
Variables de
décision
6 500.00 €
CB et OptQuest
Etape n°1 :
simulation avec tous les montants à 25 000 €
1
CB et OptQuest
Etape n°1 :
simulation avec tous les montants à 25 000 €
CB et OptQuest
Etape n°1 :
simulation avec tous les montants à 25 000 €
2
CB et OptQuest
Etape n°1 :
simulation avec tous les montants à 25 000 €
Etape n°2 :
Optimisation du rendement avec respect des contraintes
CB et OptQuest
3
CB et OptQuest – Objectives
The desired goal for the objective forecast.
forecast.
Which forecast statistic or process capability metric
should be changed by the operation.
Which forecast is the focus of the objective statement.
What should be done with the objective forecast: Maximize, make it as large as
possible; Minimize, make it as small as possible; or Set Target, make it match an
exact value. If you choose Set Target, a value term appears as described in the
Requirements section below.
CB et OptQuest – Objectives
The desired goal for the objective forecast.
forecast.
Which forecast statistic or process capability metric
should be changed by the operation.
Which forecast is the focus of the objective statement.
What should be done with the objective forecast: Maximize, make it as large as
possible; Minimize, make it as small as possible; or Set Target, make it match an
exact value. If you choose Set Target, a value term appears as described in the
Requirements section below.
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CB et OptQuest – Requirements
An additional optional limit imposed on the objective forecast or a different forecast.
forecast.
Statistic: Which forecast statistic or process capability metric (if activated) is to be
limited.
Forecast: Which forecast is the target of the limitation.
Operator: What is to be done to the statistic. Is it to be greater than (or equal to)
the value, less than (or equal to) the value, or between two values?
Value: The value or values that indicates the requirement limit set by the operator.
CB et OptQuest – Requirements
The names of the decision variables; all decision variables in the active workbook are included.
included.
Lower Bound: The lower limit for the variable. If you change this field, OptQuest
automatically updates the lower limit in your spreadsheet with the new value.
The default is the variable's lower bound defined in Crystal Ball.
Base Case: The initial value. OptQuest starts optimizing using the base case
value. The default is the cell value in the spreadsheet.
Upper Bound: The upper limit for the variable. If you change this field, OptQuest
automatically updates the upper limit in your spreadsheet with the new value.
The default is the variable's upper bound defined in Crystal Ball.
5
CB et OptQuest – Requirements
The names of the decision variables; all decision variables in the active workbook are included.
included.
Type: Defines the variable as Continuous, Discrete, Binary, Category, or
Custom. You can click the existing type and select another type from the
dropdown list. If you select Custom, a dialog appears so you can enter the
custom values.
CB et OptQuest – Requirements
The names of the decision variables; all decision variables in the active workbook are included.
included.
Step: Holds the step size for Discrete decision variables.
Freeze: Uses the base case value instead of allowing OptQuest to suggest other
values in the optimization.
Show Cell Locations: When checked, displays columns with the workbook,
worksheet, and cell name where each decision variable is located..
6
CB et OptQuest – Constraints
The Constraints panel lets you limit the possible solutions to a model in terms of
relationships among the decision variables.
CB et OptQuest – Constraints
The Constraints panel lets you limit the possible solutions to a model in terms of
relationships among the decision variables.
7
CB et OptQuest – Constraints
The Constraints panel lets you limit the possible solutions to a model in terms of
relationships among the decision variables.
CB et OptQuest – Constraints
The Constraints panel lets you limit the possible solutions to a model in terms of
relationships among the decision variables.
100000
8
CB et OptQuest – Options
The Options panel lets you control several parts of the optimization process.
process.
CB et OptQuest – Résultats
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CB et OptQuest – Résultats
CB et OptQuest – Résultats
Æ Copie des valeurs vers Excel et simulation
Variables de Decision
Money Market fund
Income fund
Growth and Income fund
Aggressive Growth fund
Montant total disponible
Montant
investi
0.00 €
10 000.00 €
0.00 €
90 000.00 €
100 000.00 €
Variables de
décision
10
CB et OptQuest
Etape n°1 :
simulation avec tous les montants à 25 000 €
Etape n°2 :
Optimisation du rendement avec respect des contraintes
Etape n°3 :
Optimisation du rendement avec respect des contraintes
et une valeur maximale de σ égale à 8 000 €
CB et OptQuest – Objectives et Requirements
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CB et OptQuest – Options
CB et OptQuest – Résultats
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CB et OptQuest – Résultats
CB et OptQuest – Résultats
13
CB et OptQuest
Etape n°1 :
simulation avec tous les montants à 25 000 €
Etape n°2 :
Optimisation du rendement avec respect des contraintes
Etape n°3 :
Optimisation du rendement avec respect des contraintes
et une valeur maximale de σ égale à 8 000 €
Etape n°4 :
Calcul de la frontière d’efficience pour σ ∈ [8 000 € ; 10 000 €]
CB et OptQuest – Objectives et Requirements
14
CB et OptQuest – Objectives et Requirements
CB et OptQuest – Résultats
15
CB et OptQuest – Résultats
CB et OptQuest – Résultats
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CB et OptQuest – Résultats
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