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Re: [Help-glpk] Multiple LP problem solving

From: Andrew Makhorin
Subject: Re: [Help-glpk] Multiple LP problem solving
Date: Wed, 08 Jun 2011 13:10:01 +0400

> I'm evaluating GLPK in my C code to solve a multiple LP problem. I'm
>  trying to minimize C.x - d, where C is a real n x m matrix, d is a
>  known n-dimensional vector and x is the unknown m-dimensional vector
>  I'd like to get. The constraints deal with bounds for every variable.

> I understand I can minimize one expression like z = a.x1 + b.x2 + ...
> (documentation p14), but how should I write the n expressions:

> z1 = a1.x1 + b1.x2 + ...
> z2 = a2.x1 + b2.x2 + ...
> z3 = a3.x1 + b3.x2 + ...
> ...

> so that the variables x1, x2, ... are shares by every expression?

Your question is unclear. Do you mean that you have several objective 
functions within one lp, or that you have several lp's with the same 
coefficient matrix, or what?

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