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ILOG CPLEX 11.0 User's Manual

ILOG CPLEX 11.0 User's Manual

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Example: Diverse Solutions through Replacement ParameterIt is often impractical to manage a very large number of solutions, and in those situations, asmaller set of solutions with different characteristics proves more useful. You can achievethis aim in two steps:1. Set the solution pool capacity parameter (SolnPoolCapacity,CPX_PARAM_SOLNPOOLCAPACITY) to a manageable number, rather than its defaultvalue, which is quite large.2. Set the solution pool replacement strategy (SolnPoolReplace,CPX_PARAM_SOLNPOOLREPLACE) to 2: replace least diverse solutions.These settings make sure that pool capacity will not increase as solutions are added. Instead,solutions will be replaced in the pool according to their diversity if the number of solutionsgenerated exceeds the limited capacity of the pool.As an example of this idea of using the replacement strategy parameter to control diversityof solutions in the solution pool, consider the following session in the Interactive Optimizer,again reading the model in Example: Simple Facility Location Problem on page 302, settingparameters, and calling populate.read location.lpset mip pool intensity 2set mip pool relgap 0.1set mip pool replace 2set mip pool capacity 10set mip limits populate 10000set time 1populateLogically, the pool contains only ten solutions now (its capacity) even though more solutionshave been generated. The number of solutions that have been generated but are not retainedin the pool is reported in the log by the number of solutions replaced.If you apply a time limit of 10 seconds instead of 1 (one), many more solutions will begenerated. That greater number of solutions also leads to greater diversity among thesolutions retained in the pool.Filtering the Solution PoolFiltering allows you to control properties of the solutions generated and stored in thesolution pool. <strong>ILOG</strong> <strong>CPLEX</strong> provides two predefined ways to filter solutions.◆If you want to filter solutions based on their difference as compared to a referencesolution, use a diversity filter, as explained in Diversity Filters on page 324.<strong>ILOG</strong> <strong>CPLEX</strong> <strong>11.0</strong> — USER’ S MANUAL 323

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