Operations Research Stack Exchange is a question and answer site for operations research and analytics professionals, educators, and students. It only takes a minute to sign up.
Sign up to join this community
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.
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.
