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solver:cplex_getting_a_list_of_best_integer_solutions_by_cplex [2007/06/23 16:45] (current)
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|+||====== Getting a list of best integer solutions of my MIP/MINLP ======|
|+||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 |