Initializing help system before first use

10 best solutions with the MIP solution enumerator


Type: Power generation
Rating: 3 (intermediate)
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 run the MIP solution enumerator on the problem using the default setup obtaining the best 10 solutions. The best 10 solutions are stored to a MIP solution pool. The solutions' objectives and solution values are printed to screen.
File(s): MipSolEnum.cs
Data file(s): hpw15.mat


MipSolEnum.cs
/***************************************************************************************\
* Name:        MipSolEnum.cs                                     Fair Isaac 13/06/2008 *
* Purpose:     10 best solutions with the MIP solution enumerator                      *
* 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 *
*              run the MIP solution enumerator on the problem using the default setup  *
*              obtaining the best 10 solutions. The best 10 solutions are stored to a  *
*              MIP solution pool.  The solutions' objectives and solution values are   *
*              printed to screen.                                                      *
* Input:       hpw15.mat                                                               *
\***************************************************************************************/

using System;
using System.IO;
using Optimizer;

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

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

            XPRSmipsolpool msp = new XPRSmipsolpool();
            XPRSmipsolenum mse = new XPRSmipsolenum();

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

            /* Avoid duplicated solutions from heuristics. */
            msp.DuplicateSolutionsPolicy = 3;

            /* Disable dual reductions to prevent dominated solutions from */
            /* being presolved away. */
            prob.MIPDualReductions = 2;

            /* Run the enumeration */
            int nMaxSols = 10;
            mse.Minim(prob, msp, XPRSdefaultMipSolEnumHandler.GetDefaultHandlerCallback(), null, ref nMaxSols);

            /* Print out the solutions found */
            int nSols = mse.Solutions;
            for (int i = 1; i <= nSols; i++)
            {
                int[] iSolutionId = new int[1];
                double dObj;
                int nSols2, nReturnedSolIds, solutionIdStatus;
                mse.GetSolList((int)XPRSattribute.Mse_Metric_MipObject, i, i, iSolutionId, out nReturnedSolIds, out nSols2);
                mse.GetSolMetric(iSolutionId[0], out solutionIdStatus, (int)XPRSattribute.Mse_Metric_MipObject, out dObj);
                Console.WriteLine("--------\n" + i + " = " + dObj);
                for (int j = 0; j < nCols; j++)
                {
                    double[] dSol = new double[1];
                    int nValuesReturned;
                    msp.GetSol(iSolutionId[0], out solutionIdStatus, dSol, j, j, out nValuesReturned);
                    Console.WriteLine(j + " = " + dSol[0]);
                }
            }

            XPRS.Free();
        }
    }
}

© 2001-2019 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.