> I am wondering how we can do initialization in GLPK.
> In my problems, I am optimizing several thousands of small LP
> problems. I need their solutions to be similar to each other. However,
> due to various noise in these problems, some of them are not feasible
> or not easy to converge. In result, the output from GLPK for these
> problems are not close to each other at all. One solution I am
> thinking about is to use the solution from one problem as the initial
> solution for the next problem. In this way, even if the next problem
> will not converge, the result might still be close to the initial
> solution.
> Could anybody tell me how to specify the initial solution for GLPK? Or
> is it possible to do?
You can do that by specifying the initial basis which the glpk simplex