FICO
FICO Xpress Optimization Examples Repository
FICO Optimization Community FICO Xpress Optimization Home
Back to examples browserPrevious exampleNext example

10 best solutions with the MIP solution enumerator

Description
We take the power generation problem stored in hpw15.mat which seeks to optimise the operating pattern of a group of electricity generators. We run the MIP solution enumerator on the problem using the default setup obtaining the best 10 solutions. The best 10 solutions are stored to a MIP solution pool. The solutions' objectives and solution values are printed to screen.

mipsolenum_dnet.zip[download all files]

Source Files

Data Files





MipSolEnum.cs

/***************************************************************************************\
* Name:        MipSolEnum.cs                                     Fair Isaac 13/06/2008 *
* Purpose:     10 best solutions with the MIP solution enumerator                      *
* Description: We take the power generation problem stored in hpw15.mat which seeks to *
*              optimise the operating pattern of a group of electricity generators. We *
*              run the MIP solution enumerator on the problem using the default setup  *
*              obtaining the best 10 solutions. The best 10 solutions are stored to a  *
*              MIP solution pool.  The solutions' objectives and solution values are   *
*              printed to screen.                                                      *
* Input:       hpw15.mat                                                               *
\***************************************************************************************/

using System;
using System.IO;
using Optimizer;

namespace XPRSExamples
{
    class MipSolEnum
    {
        static void Main(string[] args)
        {
            XPRS.Init();

            XPRSprob prob = new XPRSprob();
            prob.AddMsgHandlerCallback(Console.Out);

            XPRSmipsolpool msp = new XPRSmipsolpool();
            XPRSmipsolenum mse = new XPRSmipsolenum();

            prob.MPSFormat = -1;
            prob.ReadProb(@"..\..\..\data\hpw15");
            int nCols = prob.Cols;

            /* Avoid duplicated solutions from heuristics. */
            msp.DuplicateSolutionsPolicy = 3;

            /* Disable dual reductions to prevent dominated solutions from */
            /* being presolved away. */
            prob.MIPDualReductions = 2;

            /* Run the enumeration */
            int nMaxSols = 10;
            mse.Minim(prob, msp, XPRSdefaultMipSolEnumHandler.GetDefaultHandlerCallback(), null, ref nMaxSols);

            /* Print out the solutions found */
            int nSols = mse.Solutions;
            for (int i = 1; i <= nSols; i++)
            {
                int[] iSolutionId = new int[1];
                double dObj;
                int nSols2, nReturnedSolIds, solutionIdStatus;
                mse.GetSolList((int)XPRSattribute.Mse_Metric_MipObject, i, i, iSolutionId, out nReturnedSolIds, out nSols2);
                mse.GetSolMetric(iSolutionId[0], out solutionIdStatus, (int)XPRSattribute.Mse_Metric_MipObject, out dObj);
                Console.WriteLine("--------\n" + i + " = " + dObj);
                for (int j = 0; j < nCols; j++)
                {
                    double[] dSol = new double[1];
                    int nValuesReturned;
                    msp.GetSol(iSolutionId[0], out solutionIdStatus, dSol, j, j, out nValuesReturned);
                    Console.WriteLine(j + " = " + dSol[0]);
                }
            }

            XPRS.Free();
        }
    }
}

Back to examples browserPrevious exampleNext example