Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  Solution pool algorithm

    Posted 04/19/11 12:24 PM

    Originally posted by: kc78


    Hi

    I was wondering if there's some published literature on how the solution pool method in CPLEX works?

    thanks!
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Solution pool algorithm

    Posted 04/19/11 12:34 PM

    Originally posted by: SystemAdmin


    For starters, there is the user manual on solution pools. That describes some details about solution pools.
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Solution pool algorithm

    Posted 04/19/11 12:45 PM

    Originally posted by: kc78


    Hi Daniel

    Thank you for your reply. I have read the documentation but was wondering how the algorithm works, e.g. by integer cuts or searching all the optimal nodes of the tree. I understand it can be proprietary but just wanted to see if there is any published literature regarding this.
    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Solution pool algorithm

    Posted 04/19/11 01:48 PM

    Originally posted by: SystemAdmin


    Since introduction of the solution pool feature predates me I had to check with my colleagues. Here is what I got:
    The details of the algorithm that populates the solution pool are published in the paper titled "Generating Multiple Solutions for Mixed Integer Programming Problems," by Emilie Danna, Mary Fenelon, Zhonghao Gu, and Roland Wunderling, in the Proceedings of the Twelfth Conference on Integer Programming and Combinatorial Optimization IPCO 2007, pages 280 - 294.
    See for example here.
    Moreover, there is technote and a presentation on this topic.

    Hope this helps.
    #CPLEXOptimizers
    #DecisionOptimization


  • 5.  Re: Solution pool algorithm

    Posted 04/19/11 02:03 PM

    Originally posted by: kc78


    Hi Daniel

    Exactly what i was looking for! Thank you so much for the info!
    #CPLEXOptimizers
    #DecisionOptimization