Retrieving multiple optimal solutions for multiscenario in Python

Answered

Yashi Huang

April 29, 2023 17:00

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Hi, I used below code to create 5 scenarios and I want to find 10 best solutions for each scenario, but I don't know how to retrieve all solutions for each scenario. I can only obtain 10 best solutions for the first scenario. Could you please let me know how to resolve it? Thank you!

# set parameters

m.setParam(GRB.Param.PoolSolutions, 10)

m.setParam(GRB.Param.PoolSearchMode, 2)

m.NumScenarios = 5

for i in range(5):

    m.Params.ScenarioNumber = i

    m.ScenNName = 'change = ' + str(5 - i)

    changeConstr.ScenNRhs = 5 - i

 

# retrieve solutions

for i in range(m.SolCount):

    m.setParam(GRB.Param.SolutionNumber, i)

    m.update()

    sol = (A.getAttr("xn"),B.getAttr("xn"),m.PoolObjVal)

Related to

• Multiple Scenarios
• Solution Pools

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  Simranjit Kaur

  • Gurobi Staff

  May 01, 2023 07:01 Edited

  At present, obtaining n best solutions for each scenario in a multi-scenario model through solution pools is not supported.

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• 

  Tanmoy Das

  September 25, 2023 03:38 Edited

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  Hi,

  Not the best way, but maybe you can extract each scenario using m.SingleScenarioModel(), and then optimize all of them to retrieve all solutions for each scenario.

  I am trying the below as well:

  

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