Optimizing Vensim models

Danger – another technical post, mainly relevant to users of advanced Vensim versions.

The title has a double meaning: I’m talking about optimizing the speed of a model, which is most often needed for optimization problems.

Here’s the challenge: you have a model, and you think you understand it. You’d like to calibrate it to data, do some policy optimization to identify good decision rules, and do some Monte Carlo simulation to identify sensitive parameters and robust policies. All of those things take thousands or even millions of model runs. Or, maybe you’d just like to make a slightly sluggish model fast enough to run interactively with Synthesim.

Here’s what you can do:

  • Run compiled. Probably your best bet is to use MS Visual c++ 2010 Express, which is free, or an old copy of MSVC 6. Some of the versions in between apparently have problems. You may need to change Vensim’s mdl.bat file to match the specific paths of your software. You might succeed with free tools, like gcc+, but I haven’t tried – I’d be interested to hear of such adventures.
  • Use the INITIAL() statement as much as you can. In particular, be sure that any data-retrieval functions like GET DATA AT TIME are wrapped in an initial if possible (they’re comparatively slow).
  • Consider using data equations for input calculations that are not part of the feedback structure of the model. Data equations get executed once, at the start of a group of optimization/sensitivity/Synthesim simulations, rather than with each iteration. However, don’t use data equations where parameters you plan to change are involved, because then your changes won’t propagate through the results. If you want to save startup time too, move complex data calculations into an offline data model.
  • Switch any sparse array summary calculations from SUM, VMIN, VMAX, and PROD functions to VECTOR SELECT or VECTOR ELM MAP.
  • Update: Calculate vector sums only once. For example, instead of writing share[k] = quantity[k]/SUM(quantity[k!]), calculate the sum separately, so that share[k] = quantity[k]/total quantity and  total quantity = SUM(quantity[k!]).
  • Get rid of any extraneous structure that’s not related to your payoff or other variables of interest. If you still want the information, move it to a separate model that reads the main model’s .vdf for postprocessing.
  • Consider whether your payoff is separable. In other words, if your model boils down to payoff = part1(parameter1) + part2(parameter2), you can optimize sequentially for parameter1 and parameter2, since they don’t interact. Vensim’s algorithm is designed for the worst case – parameters that interact, multiple optima, discontinuities, etc. You can automate a sequential set of optimizations with a command script.
  • Consider transforming some of your optimization parameters. For example, if you are fitting to data for a stock with a first order outflow, that outflow can be written as stock/tau or stock*delta, where tau and delta are the lifetime and fractional loss rate, respectively. Mathematically, it makes no difference whether you use the tau or delta approach, but in some practical cases it might. For example, if you think delta might be near zero (a long lifetime), you might do better to optimize over delta = [0,1] than tau = [1,1e9].
  • If you’re looking for hardware improvements, clock speed matters more than multicores and cache.

These options are in the order that I thought of them, which means that they’re very roughly in order of likely improvement per unit effort.

Unfortunately, it’s often the case that all of this will get you a 10x improvement, and you need 1000x. Unless you have a supercomputer or massive parallel grid at your disposal, the only real remedy is to simplify your model. Fortunately, that’s not necessarily a bad thing.

Update: One more thing to try: if you’re doing single simulations with a large model, the bottleneck may be the long disk write of the output .vdf file. In that case, you can use a savelist (.lst) to restrict the number of variables stored to just the output you’re interested in. However, you should occasionally do a run without a savelist, and browse through the model results to be sure that things are OK. Consider writing some Reality Checks to enforce quality control on things you won’t be looking at.

Update 2: Another suggestion, via Hazhir Rahmandad: when using the ALLOC functions (DEMAND AT PRICE, etc.), choose simple demand/supply function shapes, like triangular, rather than complex shapes like exponential. The allocation functions iterate to equilibrium internally, and this can be time consuming. Avoiding the use of FIND ZERO and SIMULTANEOUS where possible is also helpful – often a lookup or polynomial approximation to the solution of simultaneous equations will suffice.

3 thoughts on “Optimizing Vensim models”

  1. As you pointed out elsewhere, changing the save per value, can make a big difference.

    But I am still wondering if some of the slowdown, when using synthesim… actually playing with the model…. is due to graphics that show up on each element.

    If I want to make a number of runs just using synthesim.. if I make shadow instances of the elements on want to change on an otherwise blank view, I have no problem with the slowdown. Of course I can’t see the graphics, but after making several runs, I can stop synthesim and check out the results.

  2. Hi Richard – your note reminds me that I forgot the single biggest factor – TIME STEP!

    Generally you’d like TIME STEP to be as big as possible without loss of precision. Generally the rule of thumb is that is must be smaller than half your shortest time constant. This is not always easy to determine a priori, because a time constant might not be explicit (unlike the time constant parameter to a SMOOTH or DELAY). A good way to proceed is to keep halving the TIME STEP until the behavior stops changing.

    In some cases, the permissible TIME STEP varies with parameters or over the course of the model run, so you may want to leave some headroom for experimentation (i.e. make TIME STEP smaller than you need for your base case simulation). Alternatively, you can use RK4-Auto integration instead of Euler, with a longer time step. Oscillators are also likely to simulate better with RK integration than with Euler and a fine time step.

    The save period (SAVEPER) doesn’t affect the amount of computation, but it will have a big impact on the amount of data written to the .vdf and, for models with many time steps, may also affect synthesim performance.

  3. I suspect that the slowdown you’re seeing may be graphics-related. If you repeatedly run the same suite of experiments, I’d recommend putting them in a command script so that you can do them automatically.

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