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solver:getting_a_list_of_best_integer_solutions_of_my_mip_model [2017/09/02 19:39]
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-====== Getting a list of best integer solutions of my MIP  ====== 
-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...."//​ 
-GAMS/CPLEX has a feature called ''​solution pool''​ to obtain multiple solution of MIPs or MIQCPs. It was introduced with GAMS 22.6 and is described in the CPLEX manual in chapter 3.5. Also there is an example ''​solnpool''​ in the [[http://​​modlib/​modlib.htm|GAMS Model Library]] demonstrating this feature. Furthermore,​ solutions can be collected during the solution process by using GAMS [[https://​​latest/​docs/​UG_SolverUsage.html#​ADVANCED_USAGE_BCHFacility|BCH]] facility. See a modified version of the model library example DICE that demonstrates this feature from [[here]] . 
-GAMS/BARON has a feature using the options ''​numsol''​ and ''​isoltol''​. It is described in Baron'​s manual in chapter 4.2 and used in the [[http://​​modlib/​modlib.htm|GAMS Model Library]] in model ''​bchfcnet''​ (note that this includes and also works on MINLP models . 
-Both write the intermediate solutions to gdx files, which you can read using ''​$gdxin''​ or ''​$execute_load''​. 
-In addition to the features provided by GAMS/CPLEX and GAMS/BARON, there is another way to retrieve multiple solutions. You can iteratively add cuts to your model. Cuts allow you to exclude solutions you already ​ 
-have found. Have a look at the GAMS models ''​queens''​ and ''​icut''​ from the [[http://​​modlib/​modlib.htm|GAMS Model Library]], which illustrate ​ the basic ideas. 
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