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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.

Source Files

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.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                                                               *
'\***************************************************************************************/

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

XPRS.Init("")
Log.WriteLine(XPRS.GetBanner)

Dim prob As XPRSprob
prob = New XPRSprob

' Tell Optimizer to send messages to the Log
' Get and display the Optimizer version number
Log.WriteLine( _
vbCrLf & "Xpress Optimizer Subroutine Library Release {0}" & vbCrLf & vbCrLf, _
prob.Version / 100 _
)

Dim msp As New XPRSmipsolpool
msp.ProbAttach(prob)

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

```