This message may appear when you solve a model with uncertainty and chance constraints using robust optimization.  When you do this, the Solver transforms your original model with uncertainty into a robust counterpart model that is a conven­tional optimization model without uncertainty.

The message means that the Solver found an optimal solution to the robust counter­part model, but when this solution was tested against your original model (using Monte Carlo simulation to test satisfaction of the chance constraints), the solution over-satisfied the chance constraints; this normally means that the solution is ‘conservative’ and the objective function value can be further improved.

When this message appears, there may be an option to “Auto Adjust Chance Constraints” – a small white button containing a green arrow, as shown below.  Your simplest course of action is to select this option and click OK.  The Solver will then re-solve the problem, automatically adjusting the sizes of robust optimization uncertainty sets created for the chance constraints, in an effort to improve the solution.

If you don’t see the option “Auto Adjust Chance Constraints,” this normally means that the automatic improvement algorithm has already been tried (possibly because the “Auto Adjust Chance” option is set in the Task Pane.

An alternative course of action is to manually adjust the Chance measures of selected chance constraints, and re-solve the problem.  The automatic improvement algorithm uses general-purpose methods to find an improved solution; you may be able to do better by adjusting Chance measures based on your knowledge of the problem.