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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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  November 13, 2026 01:44

  This post is more than two years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
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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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