detecting multiple LP solutions

[hosein.h...@gmail.com]

hello,

I need to detect multiple solutions of an LP problem with CPLEX. Is there any options in CPLEX for this purpose? 

[Robert Fourer]

To generate multiple optimal solutions to a mixed-integer program, each with different values for some of the integer variables, try something like

option solver cplex, cplex_options 'poolstub=pname poolcapacity=n poolintensity=3 poolgap=0 populate=2';

where n is replaced by the number of solutions that you want, and pname can be replaced by any filename that you like. (See http://ampl.com/products/solvers/solvers-we-sell/cplex/options/ for more information on setting these options.) You will see a message from CPLEX like

Wrote 5 solutions in solution pool
to files pname1.sol ... pname5.sol.

To read and look at a solution, use a command like

solution pname3.sol;

For a continuous linear program there is no feature in CPLEX to generate more than one optimal solution; see also my comments in

https://groups.google.com/d/msg/ampl/ZcO8KUeDBpU/GjwZwGU-CwAJ

Bob Fourer
am...@googlegroups.com

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[hosein.h...@gmail.com]

thanks. Is it possible to treat an LP and an MIP with cplex, to generate such pool of solutions for an LP model? 

[Robert Fourer]

CPLEX only generates pools of solutions that have differing values for the integer variables. If there are no meaningful integer variables in the problem, the solution pool feature will not be useful.