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Re: [Help-glpk] loop for for mathprog


From: Harley Mackenzie
Subject: Re: [Help-glpk] loop for for mathprog
Date: Wed, 15 Nov 2006 07:10:41 +0300

Maybe the solution is to develop some sort of plug-in API or framework
that would allow for the programming type extensions but with access to
the underlying data structures in MathProg.

Harley

On Tue, 14 Nov 2006 20:42:41 +0300, "Andrew Makhorin" <address@hidden>
said:
> Marc,
> 
> Thank you for interest in glpk and its modeling language.
> 
> 
> > When I read the documentation, it appears that the AMPL like
> > abilities in GLPK do not include the for-loop control structures. In
> > particular, there is very little you can do after the “solve”
> > command (basically you can use “display” and “print”, but there is
> > no facility for examining the solution and rerunning the linear or
> > integer program).
> >  
> > In “real” applications of linear and integer programming, I almost
> > always need some post-solution control due to either:
> >  
> > (1) Decomposition techniques (such as column generation)
> >
> > (2) Having the linear program only able to approximate the
> > real-world problem. In this case, the solutions need to be analyzed
> > and the linear program needs to be adjusted several times before an
> > acceptable solution that fits the “real-world” constraints is
> > obtained.
> >  
> > So my number #1 wish for Andrew is to add in the same type (or
> > better) post-solution control that AMPL has.
> 
> There is a dilemma, because I do not think that mixing modeling
> and "programming" capabilities within model description (as in
> AMPL) is a good idea; on the other hand I would like to keep
> compatibility between GNU MathProg and AMPL. Probably, there must be
> another level, something like a script, that allows performing all
> operations needed for reoptimization and post-optimal processing.
> 
> In principle, optimization results could be written to a file in the
> form of data section and used in other (or the same) model to perform
> reoptimization or post-optimal processing. This is not an elegenat way,
> however, it is in the spirit of "programming". :)
> 
> 
> Andrew Makhorin
> 
> 
> 
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-----
  Dr. Harley Mackenzie
  HARD software

  address@hidden
  www.hardsoftware.com
  + 61 3 5222 3435








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