I would like to seek some advice on modeling the following:

I am currently to invoke solvers, CPLEX, in particular.

As I am solving my problem sequentially, i.e., the top-level subproblem results are being used to generate the model of the next subproblem.

To prevent cycling and suboptimality, I would like to be able to retrieve all the solutions of the top-level subproblem so as to generate and solve all possible realizations of the next subproblem.

Appreciate your kind guidance.

Thank you!

  • $\begingroup$ Does "I would like to be able to retrieve all the solutions of the top-level subproblem" mean that you would like all optimal solutions or all solutions found by cplex during the solution process? $\endgroup$
    – Sune
    Jan 2 at 23:41
  • $\begingroup$ Hi, I suppose I would like to have the freedom to do both so that I am able to cater to all possible scenarios for flexibility in implementation. Thanks! $\endgroup$
    – Mike
    Jan 3 at 3:05

It seems you should take a look at the solution pool feature in CPLEX. This allows you to collect multiple solutions during the branch and bound search and to examine these solutions afterwards. I don't know how to do this in pyomo but you can find more information here https://www.ibm.com/support/knowledgecenter/SSSA5P_12.5.1/ilog.odms.ide.help/OPL_Studio/usroplide/topics/opl_ide_solpool_ide.html In my version of CPLEX there is an example file called Populate/IloPopulate (depending on language) which was quite useful when I needed to know this feature. Maybe it could be of help to you too.

  • $\begingroup$ Thanks, appreciate your advice. Guess I would have to find a way to work around as Pyomo does have have the facility to invoke solution pools. $\endgroup$
    – Mike
    Feb 19 at 3:36

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