Multiple Optimal Solutions

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Archiver
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Multiple Optimal Solutions

Post by Archiver »



I am new to GAMS and I am wondering if there is an easy method to find
multiple optimal solutions. I found the following article which
claims to have implemented a method to do this in GAMS, but it doesn't
provide the code they used to do this:

"Recursive MILP model for finding all the alternate optima in LP
models for metabolic networks" S Lee, C Palakornkule, MM Domach, IE
Grossmann - Computers and Chemical Engineering, 2000

Any help would be greatly appreciated.
Kevin
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Archiver
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Posts: 7876
Joined: 7 years ago

Re: Multiple Optimal Solutions

Post by Archiver »



Kevin,

You can use the GAMS/BARON solver to get these solutions. Please refer
to Section 4.2 of the GAMS/BARON Manual for more information and an
example.

Cheers,

Franz


6/30/2008 4:23 PM you wrote:
> > I am new to GAMS and I am wondering if there is an easy method to find
> > multiple optimal solutions. I found the following article which
> > claims to have implemented a method to do this in GAMS, but it doesn't
> > provide the code they used to do this:
> >
> > "Recursive MILP model for finding all the alternate optima in LP
> > models for metabolic networks" S Lee, C Palakornkule, MM Domach, IE
> > Grossmann - Computers and Chemical Engineering, 2000
> >
> > Any help would be greatly appreciated.
> > Kevin
>> > >



Archiver
User
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Posts: 7876
Joined: 7 years ago

Re: Multiple Optimal Solutions

Post by Archiver »



Kevin,

GAMS/CPLEX has a feature called 'solution pool' to obtain multiple
solution of MIPs or MIQCPs. It was new with GAMS 22.6 and is described
in the CPLEX manual in chapter 3.5. Also there is an example 'solnpool'
in the GAMS Model Library demonstrating this feature.

Also, GAMS/BARON has such a feature using the options 'numsol' and
'isoltol'. It is described in Baron's manual in chapter 4.2 and used in
the GAMS model library in model bchfcnet (note that this includes
bchfcnet.inc).

Both write the intermediate solutions to gdx files, which you can read
using $gdxin or $execute_load. The difference between the two tools is
that with CPLEX you can get the solution on the fly while with BARON you
have to wait until the BARON run completed.

Hope this helps!
Jan-H. Jagla

Kevin Kennedy wrote:
> > I am new to GAMS and I am wondering if there is an easy method to find
> > multiple optimal solutions. I found the following article which
> > claims to have implemented a method to do this in GAMS, but it doesn't
> > provide the code they used to do this:
> >
> > "Recursive MILP model for finding all the alternate optima in LP
> > models for metabolic networks" S Lee, C Palakornkule, MM Domach, IE
> > Grossmann - Computers and Chemical Engineering, 2000
> >
> > Any help would be greatly appreciated.
> > Kevin
>> > >


Archiver
User
User
Posts: 7876
Joined: 7 years ago

Re: Multiple Optimal Solutions

Post by Archiver »



Kevin,

In addition to the features provided by GAMS/CPLEX and GAMS/BARON, there
is another way to retrieve multiple soultions. 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' which
show the basic ideas.

Regards
Jan

Kevin Kennedy wrote:
> > I am new to GAMS and I am wondering if there is an easy method to find
> > multiple optimal solutions. I found the following article which
> > claims to have implemented a method to do this in GAMS, but it doesn't
> > provide the code they used to do this:
> >
> > "Recursive MILP model for finding all the alternate optima in LP
> > models for metabolic networks" S Lee, C Palakornkule, MM Domach, IE
> > Grossmann - Computers and Chemical Engineering, 2000
> >
> > Any help would be greatly appreciated.
> > Kevin
>> > >


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