Explore all possible solutions

GAMS
1

Hi, I have developed an optimization problem in which the decision
variables are binary variables. Does anyone know how I can make GAMS
tell me the result of all possible solutions?

\

2

hi
what do mean by “result of all possible solutions”?

On Thu, Jun 2, 2011 at 4:20 PM, inma.moll wrote:

Hi, I have developed an optimization problem in which the decision
variables are binary variables. Does anyone know how I can make GAMS
tell me the result of all possible solutions?

–
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\

Babak Saleck Pay
M.Sc
Socio-Economic System Engineering
Group of Industrial Engineering
University of Tehran
Tehran,Iran

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3

my decision variables are binary variables and my objective function
is a cost function. I would like GAMS give me all possible solutions,
for example:
1,0,0 = 50 €
0,1,0 = 52 €
0,0,1 = 49 €
1,1,0 = 60 € ecc …

On 2 jun, 13:50, “inma.moll” wrote:

Hi, I have developed an optimization problem in which the decision
variables are binary variables. Does anyone know how I can make GAMS
tell me the result of all possible solutions?

\

4

I think, he means all optimal solutions. Or, It is not possible to view all feasible solutions for large problems.


Date: Fri, 3 Jun 2011 12:55:24 +0430
Subject: Re: Explore all possible solutions
From: bsaleckpay@gmail.com
To: gamsworld@googlegroups.com

hi
what do mean by “result of all possible solutions”?

On Thu, Jun 2, 2011 at 4:20 PM, inma.moll wrote:

Hi, I have developed an optimization problem in which the decision
variables are binary variables. Does anyone know how I can make GAMS
tell me the result of all possible solutions?

–
To post to this group, send email to gamsworld@googlegroups.com.
To unsubscribe from this group, send email to gamsworld+unsubscribe@googlegroups.com.
For more options, visit this group at http://groups.google.com/group/gamsworld?hl=en.



\

Babak Saleck Pay
M.Sc
Socio-Economic System Engineering
Group of Industrial Engineering
University of Tehran
Tehran,Iran

\

To post to this group, send email to gamsworld@googlegroups.com.
To unsubscribe from this group, send email to gamsworld+unsubscribe@googlegroups.com.
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5

if you mean all solution, you should use complete enumeration and you don’t need GAMS any more, you can write your code in languages like C++ or Visual Basic.

But if you want view all feasible solution, is impossible for large scale problem (as Hakan said), because the algorithms that solve this kind of problems, never check all feasible solutions.



On Fri, Jun 3, 2011 at 2:10 PM, Hakan Kutucu wrote:

I think, he means all optimal solutions. Or, It is not possible to view all feasible solutions for large problems.


Date: Fri, 3 Jun 2011 12:55:24 +0430
Subject: Re: Explore all possible solutions
From: bsaleckpay@gmail.com
To: gamsworld@googlegroups.com


hi
what do mean by “result of all possible solutions”?

On Thu, Jun 2, 2011 at 4:20 PM, inma.moll wrote:

Hi, I have developed an optimization problem in which the decision
variables are binary variables. Does anyone know how I can make GAMS
tell me the result of all possible solutions?

–
To post to this group, send email to gamsworld@googlegroups.com.
To unsubscribe from this group, send email to gamsworld+unsubscribe@googlegroups.com.
For more options, visit this group at http://groups.google.com/group/gamsworld?hl=en.



\

Babak Saleck Pay
M.Sc
Socio-Economic System Engineering
Group of Industrial Engineering
University of Tehran
Tehran,Iran

\

To post to this group, send email to gamsworld@googlegroups.com.
To unsubscribe from this group, send email to gamsworld+unsubscribe@googlegroups.com.
For more options, visit this group at http://groups.google.com/group/gamsworld?hl=en.

–
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To unsubscribe from this group, send email to gamsworld+unsubscribe@googlegroups.com.
For more options, visit this group at http://groups.google.com/group/gamsworld?hl=en.



\

Babak Saleck Pay
M.Sc
Socio-Economic System Engineering
Group of Industrial Engineering
University of Tehran
Tehran,Iran

–
To post to this group, send email to gamsworld@googlegroups.com.
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6

Hi, there are several ways to get solution with different solution
values for the binary variables. After solving once to optimility, you
add a cut/constraint, that cuts away exactly this solution. The cut is
simple:

sum(i$xbl(i), xb(i)) + sum(i$(xbl(i)=0), 1-xb(i)) =l= card(i)-1;

where xbl(i) = round(xb(i).l) from the previous solve. Now you solve
again and add another cut, and so on.

The GAMS model icut explains this even for integer variables. Here the
logic more complex. Some solvers also support multiple solution. Check
the Cplex option “solnpool” and the BARON option “NumSol” in the
corresponding solver manuals for details.

Hope this helps,
Michael Bussieck - GAMSWorld Administrator

On Jun 3, 6:03 am, babak saleckpay wrote:

if you mean all solution, you should use complete enumeration and you don’t
need GAMS any more, you can write your code in languages like C++ or Visual
Basic.

But if you want view all feasible solution, is impossible for large scale
problem (as Hakan said), because the algorithms that solve this kind of
problems, never check all feasible solutions.

On Fri, Jun 3, 2011 at 2:10 PM, Hakan Kutucu wrote:

I think, he means all optimal solutions. Or, It is not possible to view
all feasible solutions for large problems.

Date: Fri, 3 Jun 2011 12:55:24 +0430
Subject: Re: Explore all possible solutions
From: bsaleck...@gmail.com
To: gamsworld@googlegroups.com

hi
what do mean by “result of all possible solutions”?

On Thu, Jun 2, 2011 at 4:20 PM, inma.moll wrote:

Hi, I have developed an optimization problem in which the decision
variables are binary variables. Does anyone know how I can make GAMS
tell me the result of all possible solutions?

–
“gamsworld” group.
To post to this group, send email to gamsworld@googlegroups.com.
To unsubscribe from this group, send email to
gamsworld+unsubscribe@googlegroups.com.
For more options, visit this group at
http://groups.google.com/group/gamsworld?hl=en.

–
Babak Saleck Pay
M.Sc
Socio-Economic System Engineering
Group of Industrial Engineering
University of Tehran
Tehran,Iran

–
“gamsworld” group.
To post to this group, send email to gamsworld@googlegroups.com.
To unsubscribe from this group, send email to
gamsworld+unsubscribe@googlegroups.com.
For more options, visit this group at
http://groups.google.com/group/gamsworld?hl=en.

–
“gamsworld” group.
To post to this group, send email to gamsworld@googlegroups.com.
To unsubscribe from this group, send email to
gamsworld+unsubscribe@googlegroups.com.
For more options, visit this group at
http://groups.google.com/group/gamsworld?hl=en.

–
Babak Saleck Pay
M.Sc
Socio-Economic System Engineering
Group of Industrial Engineering
University of Tehran
Tehran,Iran

\

7

Sometime in June, inma.moll proposed the following:

| my decision variables are binary variables and my objective function
| is a cost function. I would like GAMS give me all possible solutions,
| for example:
| 1,0,0 = 50 ?
| 0,1,0 = 52 ?
| 0,0,1 = 49 ?
| 1,1,0 = 60 ? ecc …

So it looks like you want all feasible solutions. One way to do this is to
perform iterative operations where you

1 find a solution
2 add constraints to remove that particular solution from the solution space

Repeat those two steps until there is no solution

– John M Harrold