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Re: [Help-glpk] [What is the easiest way to use COIN LP as solver in GLP

From: M B Pradeep Kumar
Subject: Re: [Help-glpk] [What is the easiest way to use COIN LP as solver in GLPK ?]
Date: Mon, 04 Jul 2011 20:26:28 +0530

On Mon, 2011-07-04 at 18:20 +0400, Andrew Makhorin wrote:
> > I am using GLPK in C++ programs like :
> >         glp_prob *lp = glp_create_prob();
> >     glp_tran *tran = glp_mpl_alloc_wksp();
> > 
> >     glp_mpl_read_model(tran, "..\\MyModel.mod", 1); 
> >     glp_mpl_read_data(tran, "..\\MyModel.dat");
> >     glp_mpl_generate(tran, NULL);
> >     glp_mpl_build_prob(tran, lp);
> >     glp_simplex(lp, NULL);
> >     glp_mpl_postsolve(tran, lp, GLP_MIP);
> > 
> >         glp_create_index(lp);
> >         int index = glp_find_col(lp, "MyVariable");
> >         double optimalValue = glp_get_row_prim(lp, index);
> >         
> > When using with big input data, the solving time becomes very important. So,
> > I would like to use another solver like CLP. For example, in the above
> > source, it would replace the ligne "glp_simplex(lp, NULL);" by the call of
> > the new solver.
> > 
> > I found references for Symphony or Osi but I did not find clear examples
> > doing what I am looking for.
> > Maybe, someone have met this problem or you could have valuable advices or
> > suggestions that I could test...
> AFAIK, both Coin and Symphony allow using the glpk model translator.
> Another way is to output the mip data into a file, say, in free mps
> format, call an external solver, and load the solution back into the
> glpk problem object. To simplify the interface between glpk and the
> external solver you may use api routines glp_write_prob, glp_read_mip,
> and glp_write_mip described in the glpk reference manual.
> If the external solver has its own api, you also may write an interface
> module; see an example attached.

To add to this,
COIN has an interface called OSI which can interface between GLPK and
CLP (though this is a template class and may need some juggling).

A small question, how large is the LP ? Because most of them GLPK can
solve in my experience (especially LP s).

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Thank you
M B Pradeep Kumar

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