Decision Optimization

Decision Optimization

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  • 1.  MIP alternate optimas

    Posted 12/05/15 05:22 PM

    Originally posted by: alena20


    Hello dear forum users,

     

    I am looking to enumerate all optimal solution for MIP. I use this routine http://www-01.ibm.com/support/knowledgecenter/SS9UKU_12.4.0/com.ibm.cplex.zos.help/UsrMan/topics/discr_optim/soln_pool/18_howTo.html.

    And then i call populate (cplex.populate()).  However , when i use cplex.getSolnPoolNsolns() to get number of solutions, i get 1. But in my problem, it is sure, that there are several optimal solutions.

    My objective function consists only of integer variables. In my problem there are multiple solutions, but only continuous variable will change the values. , integer will stay the same. So do alternate solutions in this case mean only alternate solutions for integer variables? Which routine should i use for continuous or MIP to enumerate alternate optimal solutions?

     

    Thanks in advance!

    Regards, Alena

     

     


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  • 2.  Re: MIP alternate optimas

    Posted 12/07/15 01:33 AM

    Correct, the method described in the document you cited will only produce solutions with different integer variables.

    In your case you are looking for alternative optimal solutions in a continuous linear program. There is no CPLEX function to that directly. You may want to turn your problem into an LP by fixing all integer variables to their optimal values and then use one of the ideas in this or this thread.


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