Dear Guidati,
Complementing Michael's answer, instead of creating a single DAT file containing all the parameters, you can run GLPK with 2 (or more) dat files, where in one of then you put the fixed parameters and in the other one you can put the variable (monte carlo sampled) parameters, like below:
FIXED_PARAMS.dat:
{all the fixed parameters you already use in the model}
MONTE_CARLO_PARAMETERS.dat:
data;
param Xnormal := {...} ;
param Xadjust := {...} ;
end;and them run:
glpsol -m [mod file] -d FIXED_PARAMS.dat -d MONTE_CARLO_PARAMETERS.dat
The advantage is that you can create 1000 samples, put them in 1000 different "MONTE_CARLO_PARAMETERS.dat" files, and them run 1000 glpsol processes in parallel.