Q: I have an MIP which I'm solving using CPLEX. Besides the optimal solution, I'm also interested in the second,third,fourth etc. best solution. Is there a way for GAMS to tell CPLEX to return a ranked-order list of these solutions? I understand that this can be done with integer cuts… “Solve once, get first solution, append corresponding integer cut, resolve, get second best solution etc….”

It is difficult to do that within GAMS/CPLEX, however you may consider to user the GAMS/BARON solver to get these solutions. This also works for mixed integer non liner problems. Please refer to Section 4.2 of the GAMS/BARON Manual for more information