Apparently the optimization crash is fixed in the latest update.
2020-10 Cumulative Update for .NET Framework 3.5 and 4.8 for Windows 10 (KB4578974)
Wealth-Lab crashes when running an optimizationProblem:
Wealth-Lab suddenly started crashing during a long running optimization.
Solution:
Check if Windows Update has installed this package and uninstall it:
KB4576484 Cumulative Update for .NET Framework 3.5 and 4.8 for Windows 10 Version 1903