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Collecting all solutions with the MIP solution pool

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

mipsolpool_dnet.zip[download all files]

Source Files

Data Files





MipSolPool.cs

/***************************************************************************************\
* Name:        MipSolPool.cs                                     Fair Isaac 13/06/2008 *
* Purpose:     All solutions with the MIP solution pool                                *
* 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 *
*              solve the problem collecting all solutions found during the MIP search. *
*              The optimal solution's objective and solution values are printed to     *
*              screen.                                                                 *
* Input:       hpw15.mat                                                               *
\***************************************************************************************/

using System;
using System.IO;
using Optimizer;

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

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

            XPRSmipsolpool msp = new XPRSmipsolpool();

            msp.ProbAttach(prob);

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

            prob.Minim("g");

            int nSols = msp.Solutions;

            if (nSols > 0)
            {
                int iSolutionId, iSolutionIdStatus;
                double dObj;
                msp.GetDblAttribProbExtreme(prob, 0, out iSolutionId, (int)XPRSattribute.Msp_SolPrb_Obj, out dObj);

                Console.WriteLine("Optimal Solution ID: " + iSolutionId);
                Console.WriteLine("Optimal Objective  : " + dObj);

                int nCols = msp.GetIntAttribSol(iSolutionId, out iSolutionIdStatus, (int)XPRSattribute.Msp_Sol_Cols);
                for (int i = 0; i < nCols; i++)
                {
                    int nValuesReturned;
                    double[] dSol = new double[1];
                    msp.GetSol(iSolutionId, out iSolutionIdStatus, dSol, i, i, out nValuesReturned);
                    Console.WriteLine(i + " = " + dSol[0]);
                }
            }

            XPRS.Free();
        }
    }
}

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