Re: [Help-glpk] loop for for mathprog

[Andrew Makhorin]

> In my optimization work, I almost always use the
> API of a solver instead of a modeling language.
> The reason is that I usually want to solve another
> problem related to the first and its solution.
> Absent a reliable mechanism for converting variable
> names to variable indices this can be difficult.
> Being able to do the following from within code would be a good thing:
> read a problem specified in a modeling language
> solve problem
> update problem
> solve problem
> rinse and repeat as necessary
> print solution in convenient form.
> 
> Being able to convert names to indices would facilitate
> the update problem and print solution steps.

I encountered a similar problem, however, I cannot formalize that.
Looks like there must be another, more complicated API level, which
provides a more convenient indexing mechanism to access the
variables and constraints. Cplex-like way to access variables/
constraints by their ordinal numbers is exhaustive, but it is not
natural in most cases. As far as I know in OSL there was an attempt
to resolve this issue by introducing so called "subproblems" (in terms
of components of the constraint matrix).