ILOG CPLEX 11.0 User's Manual

◆ The Incumbent and the Solution Pool on page 320◆ Parameters of the Solution Pool on page 321◆ Filtering the Solution Pool on page 323What Is the Solution Pool?The solution pool stores multiple solutions to a mixed integer programming (MIP) model.With this feature, you can direct the algorithm to generate multiple solutions in addition tothe optimal solution. For example, some constraints may be difficult to formulate efficientlyas linear expressions, or the objective may be difficult to quantify exactly. In such cases,obtaining multiple solutions will help you choose one which best fits all your criteria,including the criteria that could not be expressed easily in a conventional MIP model.Furthermore, you can use the solution pool and tools associated with it to explore andevaluate alternative solutions in a variety of ways:◆◆◆◆You can collect solutions within a given percentage of the optimal solution. To do so,apply the solution pool gap parameters (relative or absolute), as explained in Parametersof the Solution Pool on page 321.You can collect a set of diverse solutions. To do so, use the solution pool replacementparameter (SolnPoolReplace, CPX_PARAM_SOLNPOOLREPLACE) to set the solutionpool replacement strategy to CPX_SOLNPOOL_DIV, as explained in the documentation ofthat parameter in the ILOG CPLEX Parameter Reference Manual. In order to control thediversity of solutions even more finely, apply a diversity filter, as explained in DiversityFilters on page 324.In an advanced application of this feature, you can collect solutions with specificproperties. To do so, see Filtering the Solution Pool on page 323You can collect all solutions or all optimal solutions to a MIP model. To do so, set thesolution pool intensity parameter to its highest value, as explained in the documentationof SolnPoolIntensity, CPX_PARAM_SOLNPOOLINTENSITY in the ILOG CPLEXParameter Reference Manual.Example: Simple Facility Location ProblemA simple version of a facility location problem appears throughout this chapter to show howthe solution pool and the tools associated with it work. A company is considering opening asmany as four warehouses in order to serve nine different regions. The goal is to minimize thesum of fixed costs associated with opening warehouses (constraint c2) as well as the various302 ILOG CPLEX 11.0 — USER’ S MANUAL