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Re: [Help-glpk] Calling GLPK successively/iteratively/recurisvelyfor non
From: |
Kelly, Jeff (ON0F) |
Subject: |
Re: [Help-glpk] Calling GLPK successively/iteratively/recurisvelyfor nonlinear problems. |
Date: |
Mon, 25 Apr 2011 11:21:54 -0400 |
Andrew;
That's great!
Do I need to call glp_delete_prob() after each LP subproblem?
Thanks - Jeff
-----Original Message-----
From: Andrew Makhorin [mailto:address@hidden
Sent: Monday, April 25, 2011 11:15 AM
To: Kelly, Jeff (ON0F)
Cc: address@hidden
Subject: Re: [Help-glpk] Calling GLPK
successively/iteratively/recurisvelyfor nonlinear problems.
> 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.