Multiple solution support

As we have seen in the previous section it is possible to retrieve into your model/application all MIP solutions found by Xpress Optimizer during the branch-and-bound search. Alternatively to defining the integer solution callback and saving the solution in your own structures you can make use of the MIP solution pool and MIP solution enumerator functionality to have solutions stored and made accessible after search has terminated.

»Scenario 1 (Mosel)

As shown in the example file examples\getting_started\Mosel\folioenumsol.mos the solution pool functionality is enabled by using the option XPRS_ENUM of the optimization routines maximize or minimize. Through the control XPRS_ENUMMAXSOL you can set the maximum number of solutions to save (if the search finds more solutions than the specified value, then only the best solutions are retained). The solution enumerator configures the optimization algorithms to generate a large number of feasible solutions, as a consequence, solution times are generally longer than with the default algorithms that are tuned for maximum speed.

»Scenario 3 (Optimizer)

The example files foliomatsolpool.[c|java] in directory examples\getting_started\Optimizer show how to use the solution pool functionality when inputting a problem directly into Xpress Optimizer. The solution pool captures and stores all solutions found during the MIP search. The user can query the stored set of solutions for information such as their objective value and their solution values.

In further example files foliomatenumsol.[c|java] the solution pool and solution enumerator functionality is demonstrated showing how to capture the n-best solutions of a MIP problem. The example also shows how to access the information about each of the n solutions found.

Further information

• ``MIP Solution Pool Reference Manual''
• Documentation of solution pool functionality in Mosel: ``Mosel Language Reference Manual'', Chapter 13: `mmxprs'