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Re: [Help-glpk] Calling GLPK successively/iteratively/recurisvely for no

From: Andrew Makhorin
Subject: Re: [Help-glpk] Calling GLPK successively/iteratively/recurisvely for nonlinear problems.
Date: Mon, 25 Apr 2011 19:15:20 +0400

> I am wondering if anybody calls GLPK
>   iteratively/successively/recursively to solve nonlinear problems
>   similar to a sequential linear programming algorithm?
> My concern is calling GLPK multiple times where each LP subproblem is
> technically unrelated to a previous major iteration but successive
> calls to glp_set_row_bnds(), glp_set_col_bnds(),glp_set_obj_coef() and
> glp_load_matrix() are required.
> Although the structure of the LP subproblems do not change from major
> iteration to major iteration i.e., only the row/column bounds and
> objective/matrix coefficients change, I am wondering if there would be
> any problems using GLPK for this?
> Presumably if I call glp_delete_prob() after each major iteration has
> completed, then theoretically there should be no problem other than
> the overhead of setting up the LP subproblem each time.
> Any comments on this would be appreciated - Jeff 

There should no problem. You can create arbitrary number of glp_prob
objects, if necessary, and work with all of them at the same time.
All glpk problem creation/modification routines are efficient in the
sense that they take a time that depends on the input size linearly
or logarithmically.

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