[Cbc] Multiple Optimal Solutions

[Gabrielle A. Grun]

Hi Haroldo,

As far as I am concerned, setting the maximum number of solutions only sets 
a halting condition for Cbc to terminate when the maximum count is reached 
even if optimality is not reached. One can also stop on a time limit, a gap, 
maximum node count etc.

It seems that none of the savedSolutions_ may be optimal (if optimality is 
not reached). It is an array of integer solution that includes the best 
solution. If things work "normally", one of these solutions is optimal.[?]

Code modifications are needed to find multiple optimal answers.



class CbcModel {

public:

enum CbcIntParam {
/** The maximum number of nodes before terminating */
CbcMaxNumNode = 0,
/** The maximum number of solutions before terminating */
CbcMaxNumSol,
/** Fathoming discipline

....

The snippets of code are all from CbcModel.hpp [trunk version[.
/** Set the
\link CbcModel::CbcMaxNumSol maximum number of solutions \endlink
desired.
*/
inline bool setMaximumSolutions( int value) {
return setIntParam(CbcMaxNumSol, value);
}


.........


/// Set number of solutions (so heuristics will be different)
inline void setSolutionCount(int value) {
numberSolutions_ = value;
}
/// Number of saved solutions (including best)
int numberSavedSolutions() const;
/// Maximum number of extra saved solutions
inline int maximumSavedSolutions() const {
return maximumSavedSolutions_;
}
/// Set maximum number of extra saved solutions
void setMaximumSavedSolutions(int value);
/// Return a saved solution (0==best) - NULL if off end
const double * savedSolution(int which) const;
/// Return a saved solution objective (0==best) - COIN_DBL_MAX if off end
double savedSolutionObjective(int which) const;




..........

/// Array holding the incumbent (best) solution.
double * bestSolution_;
/// Arrays holding other solutions.
double ** savedSolutions_;

Thanks.


Gabrielle
----- Original Message ----- 
From: Haroldo Gambini Santos
To: cbc at list.coin-or.org
Sent: Tuesday, February 21, 2012 5:39 AM
Subject: Re: [Cbc] Multiple Optimal Solutions


Hi Satish,

Please note that CBC will exit as soon as the lower bound reaches the upper 
bound - unless you "slowdown" this event (disabling all cuts?) CBC will not 
find *all* optimal solutions. That said, you can configure how many 
solutions will be saved and access then (in C++) using:

bool CbcModel::setMaximumSolutions(int value)
const double* CbcModel::savedSolution(int which) const

Cheers,

Haroldo

On 21-02-2012 06:50, satish amirisetti wrote:
Hi all,
I am using pyomo with Cbc as solver to solve a problem for which i have 
multiple optimal solutions. How can I get all the solutions available from 
Cbc solution pool. Please help me.


Thanks,
Satish




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-- 
=============================================================
Haroldo Gambini Santos
Computing Department - Universidade Federal de Ouro Preto - UFOP
email: haroldo [at ] iceb.ufop.br
haroldo.santos [at] gmail.com
home/research page: www.decom.ufop.br/haroldo/





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