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

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_vbdnet.zip[download all files]

Source Files
By clicking on a file name, a preview is opened at the bottom of this page.
MipSolPool.vb[download]

Data Files





MipSolPool.vb

Imports System
Imports Microsoft.VisualBasic
Imports Optimizer
Imports System.IO

'/***************************************************************************************\
'* Name:        MipSolPool.vb                                      FairIsaac 13/06/2008 *
'* Purpose:     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.                                                                 *
'* Input:       hpw15.mps                                                               *
'\***************************************************************************************/

Module MipSolPool
    Public Sub RunMipSolPool(ByRef Log As TextWriter)
        Try

            XPRS.Init("")

            Dim prob As XPRSprob
            prob = New XPRSprob

            ' Tell Optimizer to send messages to the Log
            prob.AddMsgHandlerCallback(Log)

            Dim msp As New XPRSmipsolpool
            msp.ProbAttach(prob)
            prob.ReadProb(frmMain.sDataDirPath & "/hpw15")

            prob.Minim("g")

            Dim nSols As Integer
            nSols = msp.Solutions
            Log.WriteLine("{0} solutions stored in XPRSmipsolpool", nSols)
            Log.WriteLine()

            If nSols > 0 Then
                Dim iSolutionId As Integer, iSolutionIdStatus As Integer
                Dim dObj As Double
                msp.GetDblAttribProbExtreme(prob, 0, iSolutionId, XPRSattribute.Msp_SolPrb_Obj, dObj)

                Log.WriteLine("Optimal Solution ID: {0}", iSolutionId)
                Log.WriteLine("Optimal Objective  : {0}", dObj)

                Dim nCols As Integer
                nCols = msp.GetIntAttribSol(iSolutionId, iSolutionIdStatus, XPRSattribute.Msp_Sol_Cols)
                Dim i As Integer
                For i = 0 To nCols - 1
                    Dim nValuesReturned As Integer
                    Dim dSol() As Double
                    ReDim dSol(1)
                    msp.GetSol(iSolutionId, iSolutionIdStatus, dSol, i, i, nValuesReturned)
                    Log.WriteLine("{0} = {1}", i, dSol(0))
                Next
            End If

            prob.Destroy()
            msp.Destroy()
            XPRS.Free()
        Catch ex As Exception
            Log.WriteLine(ex.ToString)
        End Try
    End Sub

End Module

Back to examples browserPrevious exampleNext example