Formula depends on uncertainties, must be summarized or transformed. Learn more using the Solver Model dialog Diagnosis tab

You may see this message when you are first starting to build optimization models that include uncertainty – consider it part of the “learning experience.” You’ll be defining constraints or an objective, computed by formulas that depend on uncertain parameters: Each such formula represents an array of sample values, one for each realization of the uncertainties. For your model to be well-defined, the objective or constraint must either be summarized to a single value (such as a mean or percentile value) or transformed into a set of single-valued constraints (through an automatic transformation in the Solver Model dialog).

To correct the problem, you can (i) use the Task Pane Model tab to define the constraint as a chance constraint or the objective as an expected value or risk measure objective, or (ii) edit the formula so that its ‘top level’ value is computed by a PSI Statistics function such as PsiMean() or PsiPercentile(). It’s important to understand why you need to summarize or transform a formula that depends on uncertainties: To learn more, read the chapter “Mastering Stochastic Optimization Concept” in the Frontline Solvers User Guide.