Re: [Help-glpk] Can GLPK set multiple objectives?

[Kevin Hunter]

At 9:53am -0500 Tue, 10 Aug 2010, xiaomi wrote:
> For example, I have 3 objectives to minimize: X,Y,Z. I want to first
> minimize X, then substitute some value of the solution(like X) into the
> original LP file to solve minimum Y. Then subustitute other value of
> solution to solve minimum Z. Is this feasible?

Your goal is not exactly clear.  If you're asking "is this 'feasible'?" 
in the mathematical optimization sense, then you tell us; it's your 
model.  If you mean "feasible" in the "what tools do I need?" sense, 
then yes, it's possible.  Almost any tool you'd like, from Python or 
Perl spitting out an LP file and reading the GLPK -o or -w outputs, or 
from a more tailored tool, like Sandia's COOPR Pyomo project:

https://software.sandia.gov/trac/coopr/

https://software.sandia.gov/trac/coopr/wiki/Pyomo

You can also do similar with more proprietary systems like AMPL, but I 
leave the non-open source tools for you to figure out.

Kevin