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Retrieving Solutions for Multiple Scenarios
Your first step in retrieving the solutions computed by an
optimize call on a multi-scenario model is to query the
Status attribute. A status of
OPTIMAL indicates that optimal solutions were found (subject to
tolerances) for all scenarios that have feasible solutions, and that
the other scenarios were determined to be infeasible. If all
scenarios were found to be infeasible, the status will be
INFEASIBLE. If any scenario is unbounded, the status will be
UNBOUNDED. An early termination status code (e.g.,
TIME_LIMIT) indicates that the outcomes may vary across the
different scenarios, and you will have to look at individual scenarios
for more information.
Results for individual scenarios can be found in three attributes:
- ScenNObjVal: The objective value for
the solution for scenario number
.
- ScenNObjBound: The best known
bound on the optimal objective value for scenario number .
- ScenNX: The solution vector for scenario
number .
ScenNObjVal and ScenNObjBound attributes are model
attributes, while ScenNX is a variable attribute. Again, use
the ScenarioNumber parameter
to select the scenario you'd like to query.
If your optimize call terminated early, you should use the
ScenNObjBound attribute to
interpret the results. This attribute provides a bound on the optimal
objective value for the selected scenario (much like
ObjBound provides a bound for a single
model). For example, if ScenNObjVal is 100 for a scenario and
ScenNObjBound is 90 (assuming minimization), then you have a
solution with a 10% optimality gap for that scenario.
You can also query the ObjVal and ObjBound attributes for a multi-scenario model. The former gives the best objective value for any solution found in any scenario. The latter provides a lower bound on the objective value for any solution that was not found.
Note that ScenNObjVal and ScenNObjBound are computed
using the objective function for the corresponding scenario, which you
may have changed from the base model.
If you query the ScenNX attribute and no feasible solution has been
found for that scenario, you will get a DATA_NOT_AVAILABLE
error.
