[Symphony] Multiple solutions and bi-criteria support

[Ted Ralphs]

Hi Abhimanyu,

First, the usual apologies for the delay in responding. The newest version
of SYMPHONY does have a solution pool and there are functions in the API to
access the pool after a solve call, documented here:

http://www.coin-or.org/SYMPHONY/man-5.6/node170.html
http://www.coin-or.org/SYMPHONY/man-5.6/node171.html

It is possible to minimize one function first and then another (this is
called lexicographic optimization in the literature), although this
functionality is not directly accessible through the API. The bicriteria
solver does do this as the first step in its algorithm, so one option would
be simply to solve a bicriteria problem with the two objectives you have in
mind. The first and last solutions in the list of Pareto optima will be the
ones you're looking for (depending on which objective you want to be
primary versus secondary).

If this takes too much time, then it would be possible by using some of
SYMPHONY's internal functions to directly solve the lexicographic
optimization problem you have in mind. If you want to try this, I can try
to guide you.

Cheers,

Ted

On Tue, May 17, 2016 at 8:00 PM, Abhimanyu Chopra <
achopra6 at masonlive.gmu.edu> wrote:

> Hi,
>
>
> I am using the command line version of symphony on Ubuntu. I have read
> previous post about symphony not supporting multiple solutions but they
> were from 2009.
>
> I just wanted to check if it is possible to get multiple solutions or
> Minimize one function first and then in that subset, minimize another
> function in symphony.
>
>
> Also, in case of multiple solutions, how does symphony decide to chose one
> of the solutions. Any information about the criteria would be helpful for
> me.
>
>
> Best,
>
> Abhimanyu
>
> _______________________________________________
> Symphony mailing list
> Symphony at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/symphony
>
>


-- 
Dr. Ted Ralphs
Professor, Lehigh University
(610) 628-1280
ted 'at' lehigh 'dot' edu
coral.ie.lehigh.edu/~ted
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