Re: [Help-glpk] Parametric studies in GMPL?

[Xypron]

Hello Haroldo,

in GMPL it is only possible to solve a single MIP or LP problem.

Using the GLPK-API it is possible to implement heuristics like the one 
you describe.

Another approach is to use a data base for storage of partial solutions 
and a scripting language to call glpsol for different problems.

Commercial linear solvers provide there own scripting languages, e.g.
ILOG OPL Studio, Xpress Mosel

If you want to stick with GLPK consider using Python with package PyMathProg
http://pymprog.sourceforge.net/

An interesting example how PyMathProg can be used for implementing a 
heuristic is
http://pymprog.sourceforge.net/subtour.html

Best regards

Xypron

Haroldo Santos wrote:
> I'm interested in something similar, I'm not quite sure if it is
> possible to do in GMPL, but it would certainly be nice:
>
> Consider that you have a problem to solve, which is too hard
> considering MIP capabilities.
>
> I would like to do, in GMPL, some (heuristic) like:
>
> Split problem P into P1, P2 ...  Pn
> Solve P1
> Solve P2
> ....
> Solve Pn
> merge solution of P1  ... Pn to provide a solution to P
>
> Is there any way to do it ?
>
> Thanks,
>
> Haroldo
>
>
>
>