getting the top n solutions for a MIP using CBC

[Paulien]

Good morning,

I would like to ask if it is possible to get more than one solution from aimms. Specifically, something like the 3 or 5 best solutions. I have a MIP model that works the way I want it to, and I am using the CBC solver (the only MIP solver I have right now). Is this possible, and if so how do I do it?

If not, what are the solvers that could do it? Since the company I work for has limited resources, a free or cheaper solver would be preferred.

Thanks for any pointers you could give me.

Paulien

[Franco Peschiera]

Good day,

The simplest way to get the intermediate solutions in AIMMS would be to use a callback that is executed everytime the solver finds a solution and stores the information.

As far as I know, the CBC solver (or at least the CBC interface with AIMMS) has no callback functionality (GUROBI and CPLEX do have this in AIMMS).

I would recommend looking into the CBC documentation to see if this if it is at least able to report intermediate solutions (via a text file like a log). If this is possible you could then try to import this somehow into AIMMS.

regards,

Franco Peschiera

Jefe de proyectos

baobab soluciones

baobabsoluciones.es

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[Marcel Hunting]

Hi,

CBC cannot give you the best 5 solutions directly. Neither can CPLEX or Gurobi but they offer more possibilities to get multiple solutions, like the solution pool.

What you can do is solve your MIP problem 5 times, whereby each run adds constraints that eliminate the optimal solution found during the previous solve. AIMMS offers functionality to automatically add these solution-elimination-constraints, as demonstrated in the Dice example from the list of AIMMS Practical Examples. See the procedure EliminationRows. (Note that this example also demonstrates other ways to obtain multiple solutions, like the aforementioned solution pool.)

A disadvantage of this approach is that the total solving time will be about 5 times longer.

Best regards,

Marcel Hunting

AIMMS Optimization Specialist

[Paulien]

Hi Marcel,

Thank you. I will try the "run 5 times" solution. Longer solution time is not really a problem, as it is about 2 seconds right now.

Paulien

On Wednesday, February 25, 2015 at 1:19:05 PM UTC+1, Marcel Hunting wrote:

Hi,

CBC cannot give you the best 5 solutions directly. Neither can CPLEX or Gurobi but they offer more possibilities to get multiple solutions, like the solution pool.

What you can do is solve your MIP problem 5 times, whereby each run adds constraints that eliminate the optimal solution found during the previous solve. AIMMS offers functionality to automatically add these solution-elimination-constraints, as demonstrated in the Dice example from the list of AIMMS Practical Examples. See the procedure EliminationRows. (Note that this example also demonstrates other ways to obtain multiple solutions, like the aforementioned solution pool.)

A disadvantage of this approach is that the total solving time will be about 5 times longer.

Best regards,

Marcel Hunting

AIMMS Optimization Specialist

On Wednesday, February 25, 2015 at 10:47:49 AM UTC+1, Paulien wrote: