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solver:multiple_solutions_of_a_mip [2007/07/31 16:21] (current)
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 +====== ​ Multiple solutions of a MIP ======
 +
 +//I was wondering how you would code a Mixed Integer Linear Program, so that you would be able to obtain all solutions with an objective value less than some predetermined value for a minimisation problem.
 +//
 +
 +Obtaining all solutions (with objective in a particular interval) of a
 +MIP is not an easy task. If you have continous variables in the MIP
 +there may be even infinite many optimal solutions. ​ In this case there
 +is no efficient general way. You may check books on '​sensitivity
 +analysis'​ of LPs and MIP.
 +
 +If your MIP consists of binary/​integer variables only, there is a
 +possible way for your problem: You solve the original problem in order
 +to get one optimal solution. ​ Then you add a new constraint to 'cut
 +off' the optimal solution and comes up with the next best
 +solution. You do this loop until the objective of the solution becomes
 +to small. An example of this '​cutting plane' method can be found in
 +the model library (model icut)
 +
 +From the GAMS IDE choose file->​Open in GAMS Model Library->​Model icut
 +and run the model (by pressing F9). From a command line (DOS box or
 +UNIX shell) call 
 + gamslib icut 
 + gams icut
 +
 +
 +If you are just interested to obtain ​ a list of best integer solutions of your MIP, please check that [[solver:​getting_a_list_of_best_integer_solutions_of_my_mip_model|entry]]
  
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