VBA Solver Loop running very slowly.

[najibk]

Hi everyone

I need to run solver on about 365 rows individually, so I wrote the below code. The issue I am facing is the sheet is running ridiculously slow. It is only using 10-12% of the CPU power (only 1 core is ever used). Is there a way to optimize it to either use more cores or change the way it is coded below to get it to work faster? I think solver usually runs multithreaded when launching it myself, but I guess using VBA limits it?

[INDENT][FONT='inherit']Sub Macro4()

Application.ScreenUpdating = False

Dim i As Integer

For i = 0 To 364

SolverReset

SolverAdd CellRef:=Sheets("Sheet1").Range("$AQ$2").Offset(i, 0).Address, Relation:=2, FormulaText:=Sheets("Sheet1").Range("$AR$2").Offset(i, 0).Address

SolverAdd CellRef:=Sheets("Sheet1").Range("$AQ$2").Offset(i, 0).Address, Relation:=2, FormulaText:=Sheets("Sheet1").Range("$AS$2").Offset(i, 0).Address

SolverAdd CellRef:=Sheets("Sheet1").Range("$AV$2").Offset(i, 0).Address, Relation:=2, FormulaText:="1"

SolverAdd CellRef:=Sheets("Sheet1").Range("$AP$2").Offset(i, 0).Address, Relation:=3, FormulaText:="0"

SolverOk SetCell:=Sheets("Sheet1").Range("$AT$2").Offset(i, 0).Address, MaxMinVal:=2, ValueOf:=0, ByChange:=Sheets("Sheet1").Range("$AN$2:$AO$2").Offset(i, 0).Address, \_Engine:=1, EngineDesc:="GRG Nonlinear"

SolverSolve (True)

SolverSolve userfinish:=True

solverfinish keepfinal:=1

Next i

Application.ScreenUpdating = True

End Sub

[/FONT][/INDENT]

Any tips on what I can do? Solver above is basically re-balancing a 3-asset portfolio on a monthly basis (365 rows) based on daily data back to 1988 (around 8000 rows). The sheet itself is not super fast (takes 0.4 seconds to do Application.CalculateFullRebuild) but I believe its formulas are as optimized as they can be for now.

Thanks in advance