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10 best solutions with the MIP solution enumerator Description We take the power generation problem stored in hpw15.mps 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.
Source Files By clicking on a file name, a preview is opened at the bottom of this page.
Data Files MipSolEnum.vb Imports System Imports Microsoft.VisualBasic Imports Optimizer Imports System.IO '/***************************************************************************************\ '* Name: MipSolEnum.vb FairIsaac 13/06/2008 * '* Purpose: 10 best solutions with the MIP solution enumerator * '* Description: We take the power generation problem stored in hpw15.mps 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.mps * '\***************************************************************************************/ Module MipSolEnum Public Sub RunMipSolEnum(ByRef Log As TextWriter) XPRS.Init("") Dim prob As New XPRSprob ' Tell Optimizer to send all messages to Log ' prob.AddMsgHandlerCallback(Log) Dim msp As New XPRSmipsolpool Dim mse As New XPRSmipsolenum prob.ReadProb(frmMain.sDataDirPath & "/hpw15") Dim nCols As Integer = 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 ' Dim nMaxSols As Integer = 10 mse.Minim(prob, msp, XPRSdefaultMipSolEnumHandler.GetDefaultHandlerCallback(), Nothing, nMaxSols) ' Print out the solutions found Dim nSols As Integer = mse.Solutions Log.WriteLine("Enumerated best {0} solutions", nSols) Dim i As Integer For i = 1 To nSols Dim iSolutionId(1) As Integer Dim dObj As Double Dim nSols2, nReturnedSolIds, solutionIdStatus As Integer mse.GetSolList(XPRSattribute.Mse_Metric_MipObject, i, i, iSolutionId, nReturnedSolIds, nSols2) mse.GetSolMetric(iSolutionId(0), solutionIdStatus, XPRSattribute.Mse_Metric_MipObject, dObj) Log.WriteLine("--------") Log.WriteLine("{0} = {1}", i, dObj) Dim j As Integer For j = 0 To nCols - 1 Dim dSol(1) As Double Dim nValuesReturned As Integer msp.GetSol(iSolutionId(0), solutionIdStatus, dSol, j, j, nValuesReturned) Log.WriteLine("{0} = {1}", j, dSol(0)) Next Next End Sub End Module | |||||||||||
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