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10 best solutions with the MIP solution enumerator


Type: Power generation
Rating: 3 (intermediate)
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 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.java
Data file(s): hpw15.mps


MipSolEnum.java
/***************************************************************************************\
* Name:        MipSolEnum.java                                   Fair Isaac 13/06/2008 *
* Purpose:     10 best solutions with the MIP solution enumerator                      *
* 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 *
*              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.mps                                                               *
\***************************************************************************************/

import java.io.*;
import com.dashoptimization.*;

public class MipSolEnum {
	public static void main(String[] args) throws Exception {
        String model = args.length == 0 ? "../data/hpw15" : args[0];
        try (XPRSprob prob = new XPRSprob(null)) {
			prob.addMsgHandlerListener(System.out);

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

			prob.readProb(model);
			int nCols = prob.attributes().getCols();

			/* Avoid duplicated solutions from heuristics. */
			msp.controls().setDuplicateSolutionsPolicy(3);

			/* Disable dual reductions to prevent dominated solutions from being */
			/* presolved away. */
			prob.controls().setMIPDualReductions(2);

			/* Run the enumeration */
			IntHolder nMaxSols = new IntHolder(10);
			mse.minim(prob,msp,new XPRSdefaultMipSolEnumHandler(), null, nMaxSols);

			/* Print out the solutions found */
			int nSols = mse.attributes().getSolutions();
			for (int i=1;i<=nSols;i++) {
				int[] iSolutionId = new int[1];
				DoubleHolder dObj = new DoubleHolder();
				mse.getSolList(XPRS.MSE_METRIC_MIPOBJECT,i,i,iSolutionId,null,null);
				mse.getSolMetric(iSolutionId[0], null, XPRS.MSE_METRIC_MIPOBJECT, dObj);
				System.out.println("--------\n" + i + " = " + dObj.value);
				for (int j=0;j<nCols;j++) {
					double[] dSol = new double[1];
					msp.getSol(iSolutionId[0],null,dSol,j,j,null);
					System.out.println(j + " = " + dSol[0]);
				}
			}

        }
	}
}

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