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Collecting all solutions with the MIP solution pool

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 solve the problem collecting all solutions found during the MIP search. The optimal solution's objective and solution values are printed to screen.

mipsolpool.zip[download all files]

Source Files

Data Files





mipsolpool.c

/***********************************************************************
   Xpress Optimizer Examples
   =========================

   file mipsolpool.c
   `````````````````
   Generate all solutions with the MIP solution pool

   We take the power generation problem stored in hpw15.mps which seeks to
   optimise the operating pattern of a group of electricity generators. We
   solve the problem collecting all solutions found during the MIP search.
   The optimal solution's objective and solution values are printed to
   screen.

   (c) 2017 Fair Isaac Corporation
***********************************************************************/


#include <stdio.h>
#include <stdlib.h>
#include "xprs.h"                     /* Optimizer header file */

/* Calls an Xpress optimizer function and checks the return code.
 * If the call fails then the function
 * - prints a short error message to stderr,
 * - sets variable 'returnCode' to the error,
 * - and branches to label 'cleanup'.
 */
#define CHECK_RETURN(call) do {                         \
    int result_ = call;                                 \
    if ( result_ != 0 ) {                               \
      fprintf(stderr, "Line %d: %s failed with %d\n",   \
              __LINE__, #call, result_);                \
      returnCode = result_;                             \
      goto cleanup;                                     \
    }                                                   \
  } while (0)

static void XPRS_CC messagecb(XPRSprob cbprob, void* cbdata,
                              const char *msg, int len, int msgtype);

int main(void) {
  int returnCode = 0;
  XPRSprob prob = NULL;
  XPRSmipsolpool msp = NULL;
  int i, nSols, nCols, iSolutionId, iSolutionIdStatus;
  double dObj, dSol;
  const char *sProblem = "hpw15";

  /* Initialize the optimizer. */
  if ( XPRSinit("") != 0 ) {
    char message[512];
    XPRSgetlicerrmsg(message, sizeof(message));
    fprintf(stderr, "Licensing error: %s\n", message);
    return 1;
  }

  /* Create a new problem and immediately register a message handler.
   * Once we have a message handler installed, errors will produce verbose
   * error messages on the console and we can limit ourselves to minimal
   * error handling in the code here.
   */
  CHECK_RETURN( XPRScreateprob(&prob) );
  CHECK_RETURN( XPRSaddcbmessage(prob, messagecb, NULL, 0) );

  CHECK_RETURN( XPRS_msp_create(&msp) );
  CHECK_RETURN( XPRS_msp_probattach(msp, prob) );
  CHECK_RETURN( XPRSreadprob(prob, sProblem, "") );
  CHECK_RETURN( XPRSmipoptimize(prob, "") );
  CHECK_RETURN( XPRS_msp_getintattrib(msp, XPRS_MSP_SOLUTIONS, &nSols) );

  if(nSols) {

    CHECK_RETURN( XPRS_msp_getdblattribprobextreme(msp, prob, 0, &iSolutionId,
                                                   XPRS_MSP_SOLPRB_OBJ, &dObj) );

    printf("Optimal Solution ID: %i\n", iSolutionId);
    printf("Optimal Objective  : %12.5f\n", dObj);

    CHECK_RETURN( XPRS_msp_getintattribsol(msp, iSolutionId,
                                           &iSolutionIdStatus,
                                           XPRS_MSP_SOL_COLS, &nCols) );

    for(i = 0; i < nCols; i++) {
      CHECK_RETURN( XPRS_msp_getsol(msp, iSolutionId, &iSolutionIdStatus,
                                    &dSol, i, i, NULL) );
      printf("%3i = %12.5f\n", i, dSol);
    }

  }

 cleanup:
  if (returnCode > 0) {
    /* There was an error with the solver. Get the error code and error message.
     * If prob is still NULL then the error was in XPRScreateprob() and
     * we cannot find more detailed error information.
     */
    if (prob != NULL) {
      int errorCode = -1;
      char errorMessage[512] = {0};
      XPRSgetintattrib(prob, XPRS_ERRORCODE, &errorCode);
      XPRSgetlasterror(prob, errorMessage);
      fprintf(stderr, "Error %d: %s\n", errorCode, errorMessage);
    }
  }

  /* Free the resources (variables are initialized so that this is valid
   * even in case of error).
   */
  XPRSdestroyprob(prob);
  XPRS_msp_destroy(msp);
  XPRSfree();

  return returnCode;
}

/* XPRS optimizer message callback */
void XPRS_CC messagecb(XPRSprob cbprob, void* cbdata,
                       const char *msg, int len, int msgtype)
{
  (void)cbprob;   /* unused (the problem for which the message is issued) */
  (void)cbdata;   /* unused (the data passed to XPRSaddcbmessage()) */
  switch(msgtype)
  {
  case 4:  /* error */
  case 3:  /* warning */
  case 2:  /* not used */
  case 1:  /* information */
    printf("%*s\n", len, msg);
    break;
  default: /* exiting - buffers need flushing */
    fflush(stdout);
    break;
  }
}

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