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[Help-glpk] Multiple-linear hirarchical objectives

From: Patrik Dufresne
Subject: [Help-glpk] Multiple-linear hirarchical objectives
Date: Tue, 7 Aug 2012 12:26:47 -0400


Is there any way to solve a linear model and get optimal for multiple linear hierarchical objectives ? With my little knowledge about GLPK, here how I do it :

1. I'm solving the first objective
2. I get the value of the objective
3. I set it as a constraint.
4. Got to step 1 with the next objective.

Doing so achieve the result I want, but each time the solver takes time to solve the problem. Is there any way, maybe with a callback function to let GLPK compute the objective value for each of my 86 objectives at once ?


Patrik Dufresne

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