Finding multiple optimal solutions of a BILP

624 views
Skip to first unread message

perillai x

unread,
Feb 22, 2011, 9:24:34 AM2/22/11
to AMPL Modeling Language
Hello,

My earlier message is coming up as being "deleted" on the groups page
and so, I'm re-posting it.

I've a binary integer program in AMPL and I know that it has multiple
optimal solutions. How can I find the different optimal solutions? Is
there a solver that can do this?

It's a linear with nearly 1000 variables and a few hundred
constraints.

Thanks and sincerely,
Peri.

Robert Fourer

unread,
Feb 23, 2011, 1:26:30 PM2/23/11
to am...@googlegroups.com, perillai x
It's possible to get CPLEX to return more than one optimal objective value,
using the "solution pool" feature described on page 71 of the CPLEX-for-AMPL
user guide, www.ampl.com/BOOKLETS/amplcplex121userguide.pdf. By default
CPLEX gives you the incumbent feasible solutions that it found, however,
only one of which is optimal. I have found the following settings useful
for generating multiple solutions all having the optimal objective value:

option cplex_options 'poolstub=solfile populate=1 poolintensity=4
poolagap=0';

You might want to experiment with other settings as well. As explained in
the user guide, you will need to write an AMPL "for" loop to retrieve the
different solutions one by one for display or processing.

Bob Fourer
4...@ampl.com


> -----Original Message-----
> From: am...@googlegroups.com [mailto:am...@googlegroups.com]
> On Behalf Of perillai x [peril...@gmail.com]
> Sent: Tuesday, February 22, 2011 8:25 AM
> To: AMPL Modeling Language
> Subject: [AMPL 4352] Finding multiple optimal solutions of a BILP
>
> Hello,

Reply all
Reply to author
Forward
0 new messages